+243.8%
MET vs SFM
+271.4%
-27.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -0.5% | -10.6% | +10.1% | +1.0% |
| 30D | +0.5% | -15.5% | +16.0% | +2.7% |
| 3M | +11.6% | -17.4% | +29.0% | +14.2% |
| 6M | +40.8% | -3.4% | +44.2% | +40.3% |
| YTD | +25.7% | -8.7% | +34.3% | +26.0% |
| 1Y | +24.4% | -47.2% | +71.5% | +34.0% |
| 3Y | +67.5% | +82.7% | -15.3% | +48.3% |
| 5Y | +85.8% | +214.3% | -128.5% | +47.3% |
| All | +243.8% | +271.4% | -27.6% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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