+241.6%
MET vs ROP
+132.1%
+109.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.0% |
| 7D | -0.8% | -6.1% | +5.4% | +3.1% |
| 30D | -1.4% | -3.4% | +2.0% | +0.5% |
| 3M | +12.5% | +16.7% | -4.2% | +1.1% |
| 6M | +37.1% | +8.1% | +29.0% | +28.5% |
| YTD | +23.8% | -11.7% | +35.5% | +31.3% |
| 1Y | +24.1% | -24.2% | +48.4% | +45.4% |
| 3Y | +65.2% | -19.0% | +84.2% | +83.5% |
| 5Y | +82.3% | -15.9% | +98.1% | +92.5% |
| 10Y | +241.6% | +135.7% | +105.9% | +71.8% |
| All | +241.6% | +132.1% | +109.4% | +71.8% |
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