+392.9%
MET vs SCHG
+1,121.7%
-728.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.5% |
| 7D | -2.5% | -2.7% | +0.3% | +0.1% |
| 30D | 0.0% | -2.2% | +2.2% | +2.1% |
| 3M | +13.1% | +6.2% | +6.9% | +6.3% |
| 6M | +39.0% | +13.4% | +25.6% | +22.3% |
| YTD | +25.2% | +7.1% | +18.1% | +16.2% |
| 1Y | +25.6% | +12.5% | +13.1% | +10.7% |
| 3Y | +67.1% | +86.2% | -19.1% | -13.2% |
| 5Y | +85.1% | +83.9% | +1.2% | -8.2% |
| 10Y | +245.5% | +451.3% | -205.8% | -61.9% |
| All | +392.9% | +1,121.7% | -728.9% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling