+194.4%
MET vs ROK
+264.0%
-69.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.5% | +7.1% | -2.6% | +1.0% |
| 30D | +3.5% | -5.0% | +8.5% | +5.4% |
| 3M | +5.9% | -9.4% | +15.3% | +10.2% |
| 6M | +33.1% | -11.0% | +44.1% | +37.8% |
| YTD | +33.6% | +4.4% | +29.1% | +25.9% |
| 1Y | +32.7% | +7.4% | +25.3% | +23.1% |
| 3Y | +85.0% | +61.0% | +24.1% | +30.7% |
| 5Y | +85.6% | +30.4% | +55.2% | +43.2% |
| All | +194.4% | +264.0% | -69.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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