+87.8%
MET vs RVTY
-9.4%
+97.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | 0.0% | -0.7% | +0.8% | +0.2% |
| 30D | +3.4% | +1.7% | +1.6% | +2.7% |
| 3M | +7.0% | +36.8% | -29.8% | -1.4% |
| 6M | +34.6% | +60.1% | -25.5% | +18.6% |
| YTD | +34.0% | +64.0% | -30.0% | +16.4% |
| 1Y | +35.9% | +68.2% | -32.3% | +17.1% |
| 3Y | +85.5% | +88.8% | -3.3% | +52.9% |
| 5Y | +87.8% | -10.5% | +98.3% | +75.7% |
| All | +87.8% | -9.4% | +97.1% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling