+241.6%
MET vs ROL
+205.3%
+36.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -0.8% | -3.3% | +2.5% | +0.4% |
| 30D | -1.4% | -7.2% | +5.8% | +1.1% |
| 3M | +12.5% | -27.0% | +39.5% | +24.9% |
| 6M | +37.1% | -39.5% | +76.6% | +62.2% |
| YTD | +23.8% | -41.8% | +65.6% | +47.9% |
| 1Y | +24.1% | -38.9% | +63.0% | +45.4% |
| 3Y | +65.2% | -0.4% | +65.6% | +58.9% |
| 5Y | +82.3% | -4.2% | +86.5% | +73.2% |
| 10Y | +241.6% | +208.2% | +33.4% | +78.6% |
| All | +241.6% | +205.3% | +36.3% | +78.6% |
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