+241.6%
MET vs RVTY
+134.6%
+107.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | -0.8% | -5.4% | +4.7% | +1.1% |
| 30D | -1.4% | +6.7% | -8.1% | -3.7% |
| 3M | +12.5% | +19.0% | -6.5% | +5.2% |
| 6M | +37.1% | +34.6% | +2.4% | +21.8% |
| YTD | +23.8% | +28.3% | -4.5% | +11.3% |
| 1Y | +24.1% | +46.0% | -21.9% | +5.8% |
| 3Y | +65.2% | +16.9% | +48.3% | +47.4% |
| 5Y | +82.3% | -32.9% | +115.2% | +96.7% |
| 10Y | +241.6% | +141.6% | +100.0% | +80.1% |
| All | +241.6% | +134.6% | +107.0% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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