+199.7%
MET vs ROP
+183.0%
+16.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | 0.0% | -2.9% | +3.0% | +1.8% |
| 30D | +3.4% | +30.1% | -26.7% | -12.3% |
| 3M | +7.0% | +19.9% | -12.9% | -4.9% |
| 6M | +34.6% | +46.0% | -11.4% | +4.6% |
| YTD | +34.0% | +8.4% | +25.6% | +24.7% |
| 1Y | +35.9% | +8.8% | +27.1% | +26.2% |
| 3Y | +85.5% | -5.6% | +91.1% | +87.3% |
| 5Y | +87.8% | +3.0% | +84.7% | +74.7% |
| 10Y | +199.7% | +184.0% | +15.7% | +34.7% |
| All | +199.7% | +183.0% | +16.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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