+243.8%
MET vs RRX
+228.4%
+15.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.2% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | +0.5% | -6.1% | +6.6% | +3.0% |
| 3M | +11.6% | -23.1% | +34.7% | +21.1% |
| 6M | +40.8% | -19.5% | +60.3% | +46.3% |
| YTD | +25.7% | +16.1% | +9.6% | +7.7% |
| 1Y | +24.4% | +12.9% | +11.4% | +6.7% |
| 3Y | +67.5% | +7.9% | +59.5% | +35.9% |
| 5Y | +85.8% | +19.1% | +66.7% | +33.4% |
| All | +243.8% | +228.4% | +15.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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