+199.7%
MET vs SFM
+140.8%
+58.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | 0.0% | -7.1% | +7.1% | +1.0% |
| 30D | +3.4% | -21.4% | +24.8% | +6.0% |
| 3M | +7.0% | -40.1% | +47.1% | +13.6% |
| 6M | +34.6% | -38.0% | +72.7% | +41.8% |
| YTD | +34.0% | -36.5% | +70.5% | +39.9% |
| 1Y | +35.9% | -35.2% | +71.1% | +41.5% |
| 3Y | +85.5% | +23.5% | +62.0% | +71.8% |
| 5Y | +87.8% | +109.7% | -22.0% | +55.8% |
| 10Y | +199.7% | +132.6% | +67.1% | +134.5% |
| All | +199.7% | +140.8% | +58.9% | +134.5% |
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