+82.7%
MET vs SCHG
+84.3%
-1.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -0.5% | -1.0% | +0.5% | +0.1% |
| 30D | +0.5% | -1.3% | +1.8% | +1.2% |
| 3M | +11.6% | +5.4% | +6.2% | +8.3% |
| 6M | +40.8% | +14.4% | +26.4% | +30.4% |
| YTD | +25.7% | +8.0% | +17.6% | +20.0% |
| 1Y | +24.4% | +12.7% | +11.6% | +15.9% |
| 3Y | +67.5% | +85.6% | -18.1% | +20.1% |
| All | +82.7% | +84.3% | -1.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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