+242.5%
MET vs RMD
+276.6%
-34.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.5% | -4.2% | +1.7% | -1.2% |
| 30D | 0.0% | -2.1% | +2.0% | +0.5% |
| 3M | +13.1% | +13.8% | -0.7% | +8.3% |
| 6M | +39.0% | -10.6% | +49.6% | +42.8% |
| YTD | +25.2% | -8.1% | +33.3% | +27.3% |
| 1Y | +25.6% | -18.0% | +43.6% | +32.0% |
| 3Y | +67.1% | +52.9% | +14.2% | +37.4% |
| 5Y | +85.1% | -22.3% | +107.4% | +90.3% |
| All | +242.5% | +276.6% | -34.1% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling