+129.6%
MET vs RVMD
+622.3%
-492.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | -3.0% | +2.5% | -0.1% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +11.6% | +36.5% | -24.9% | +7.1% |
| 6M | +40.8% | +104.6% | -63.8% | +26.7% |
| YTD | +25.7% | +155.8% | -130.2% | +8.5% |
| 1Y | +24.4% | +340.7% | -316.3% | -1.0% |
| 3Y | +67.5% | +519.9% | -452.5% | +21.9% |
| 5Y | +85.8% | +584.9% | -499.1% | +25.3% |
| All | +129.6% | +622.3% | -492.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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