+156.4%
MET vs ROIV
+287.3%
-131.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +3.2% |
| 7D | +1.3% | +13.3% | -12.0% | +0.6% |
| 30D | +4.0% | +14.8% | -10.7% | +3.2% |
| 3M | +4.6% | +11.9% | -7.3% | +3.8% |
| 6M | +32.8% | +42.4% | -9.6% | +29.6% |
| YTD | +32.3% | +87.4% | -55.1% | +26.8% |
| 1Y | +37.1% | +97.2% | -60.1% | +31.0% |
| 3Y | +86.8% | +375.7% | -288.8% | +69.9% |
| 5Y | +87.4% | +379.0% | -291.7% | +61.8% |
| All | +156.4% | +287.3% | -131.0% | +120.2% |
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