+194.4%
MET vs SFM
+140.2%
+54.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | +4.5% | +6.0% | -1.6% | +3.7% |
| 30D | +3.5% | -19.5% | +23.0% | +5.9% |
| 3M | +5.9% | -37.0% | +43.0% | +11.8% |
| 6M | +33.1% | -41.0% | +74.1% | +41.2% |
| YTD | +33.6% | -34.6% | +68.2% | +39.0% |
| 1Y | +32.7% | -36.3% | +68.9% | +38.5% |
| 3Y | +85.0% | +24.5% | +60.5% | +71.3% |
| 5Y | +85.6% | +115.9% | -30.3% | +53.5% |
| All | +194.4% | +140.2% | +54.2% | +130.7% |
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