+198.0%
MET vs ROL
+211.1%
-13.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.8% | +3.4% | -1.6% | +0.6% |
| 30D | +4.8% | +20.8% | -16.0% | -1.7% |
| 3M | +6.2% | +3.7% | +2.5% | +4.6% |
| 6M | +33.8% | -27.7% | +61.5% | +48.5% |
| YTD | +33.3% | -34.9% | +68.2% | +52.9% |
| 1Y | +36.3% | -33.3% | +69.6% | +54.9% |
| 3Y | +84.6% | +4.3% | +80.3% | +75.1% |
| 5Y | +87.7% | +15.0% | +72.7% | +67.0% |
| 10Y | +198.0% | +214.7% | -16.7% | +52.6% |
| All | +198.0% | +211.1% | -13.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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