+139.4%
MET vs ROIV
+295.0%
-155.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.8% | -20.9% | -3.2% |
| 7D | +1.1% | +20.2% | -19.0% | 0.0% |
| 30D | -2.3% | +14.1% | -16.5% | -3.1% |
| 3M | +13.9% | +45.6% | -31.7% | +11.2% |
| 6M | +34.8% | +44.1% | -9.3% | +31.6% |
| YTD | +23.5% | +91.2% | -67.6% | +18.4% |
| 1Y | +23.4% | +221.3% | -197.9% | +14.6% |
| 3Y | +64.9% | +229.2% | -164.3% | +51.4% |
| 5Y | +82.0% | +316.5% | -234.4% | +57.2% |
| All | +139.4% | +295.0% | -155.6% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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