+82.3%
MET vs SPG
+104.0%
-21.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.5% |
| 7D | -0.8% | -1.7% | +0.9% | +0.1% |
| 30D | -1.4% | -6.3% | +4.9% | +1.9% |
| 3M | +12.5% | -2.4% | +15.0% | +13.7% |
| 6M | +37.1% | +9.6% | +27.5% | +30.1% |
| YTD | +23.8% | +14.2% | +9.6% | +14.8% |
| 1Y | +24.1% | +19.3% | +4.8% | +12.4% |
| 3Y | +65.2% | +106.7% | -41.5% | +12.2% |
| 5Y | +82.3% | +104.2% | -22.0% | +18.6% |
| All | +82.3% | +104.0% | -21.8% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling