+199.7%
MET vs SPG
+116.4%
+83.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | 0.0% | +2.7% | -2.7% | -1.1% |
| 30D | +3.4% | +16.6% | -13.2% | -3.4% |
| 3M | +7.0% | +8.1% | -1.1% | +3.3% |
| 6M | +34.6% | +19.3% | +15.3% | +24.3% |
| YTD | +34.0% | +31.1% | +2.9% | +18.5% |
| 1Y | +35.9% | +32.8% | +3.2% | +19.6% |
| 3Y | +85.5% | +135.8% | -50.3% | +26.5% |
| 5Y | +87.8% | +85.1% | +2.7% | +39.2% |
| 10Y | +199.7% | +115.9% | +83.7% | +84.1% |
| All | +199.7% | +116.4% | +83.3% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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