+194.4%
MET vs SPG
+113.9%
+80.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | +4.5% | +2.0% | +2.5% | +3.6% |
| 30D | +3.5% | +17.2% | -13.7% | -3.4% |
| 3M | +5.9% | +6.3% | -0.4% | +3.1% |
| 6M | +33.1% | +18.7% | +14.4% | +23.2% |
| YTD | +33.6% | +30.1% | +3.5% | +18.6% |
| 1Y | +32.7% | +32.8% | -0.1% | +16.7% |
| 3Y | +85.0% | +133.6% | -48.5% | +26.7% |
| 5Y | +85.6% | +84.4% | +1.2% | +37.8% |
| All | +194.4% | +113.9% | +80.5% | +79.8% |
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