+82.0%
MET vs SM
+111.2%
-29.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.8% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -2.3% | +31.5% | -33.8% | -7.1% |
| 3M | +13.9% | +17.3% | -3.5% | +9.9% |
| 6M | +34.8% | +48.5% | -13.7% | +22.9% |
| YTD | +23.5% | +106.3% | -82.7% | +4.9% |
| 1Y | +23.4% | +47.3% | -23.9% | +11.6% |
| 3Y | +64.9% | -1.4% | +66.3% | +55.3% |
| 5Y | +82.0% | +114.0% | -32.0% | +32.0% |
| All | +82.0% | +111.2% | -29.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling