+197.5%
MET vs SNAP
-79.2%
+276.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.8% |
| 7D | +1.8% | -10.6% | +12.3% | +2.8% |
| 30D | +4.8% | -19.7% | +24.5% | +6.8% |
| 3M | +6.2% | -6.5% | +12.7% | +6.5% |
| 6M | +33.8% | -17.8% | +51.6% | +35.2% |
| YTD | +33.3% | -38.0% | +71.3% | +37.4% |
| 1Y | +36.3% | -42.5% | +78.8% | +41.4% |
| 3Y | +84.6% | -55.8% | +140.4% | +88.8% |
| 5Y | +87.7% | -90.5% | +178.2% | +106.0% |
| All | +197.5% | -79.2% | +276.6% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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