+82.0%
MET vs S
-72.3%
+154.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.0% |
| 7D | +1.1% | -5.8% | +7.0% | +1.6% |
| 30D | -2.3% | -9.2% | +6.9% | -1.7% |
| 3M | +13.9% | +23.4% | -9.5% | +11.6% |
| 6M | +34.8% | +36.9% | -2.1% | +30.5% |
| YTD | +23.5% | +29.5% | -6.0% | +19.9% |
| 1Y | +23.4% | +5.4% | +18.0% | +21.6% |
| 3Y | +64.9% | +14.7% | +50.2% | +59.8% |
| 5Y | +82.0% | -71.5% | +153.6% | +82.2% |
| All | +82.0% | -72.3% | +154.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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