+226.3%
MET vs SFM
+132.6%
+93.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.0% |
| 7D | +1.2% | -0.1% | +1.2% | +1.1% |
| 30D | +1.4% | -4.4% | +5.8% | +1.9% |
| 3M | +17.7% | +1.5% | +16.2% | +17.1% |
| 6M | +35.0% | +6.5% | +28.5% | +32.7% |
| YTD | +26.3% | +2.2% | +24.1% | +24.7% |
| 1Y | +22.8% | -41.9% | +64.7% | +30.7% |
| 3Y | +65.9% | +106.8% | -40.8% | +44.2% |
| 5Y | +85.4% | +231.6% | -146.2% | +45.9% |
| 10Y | +253.7% | +258.4% | -4.7% | +159.7% |
| All | +226.3% | +132.6% | +93.7% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling