+87.4%
MET vs SPG
+81.6%
+5.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.4% |
| 7D | +1.3% | +5.1% | -3.8% | -1.3% |
| 30D | +4.0% | +16.8% | -12.8% | -4.2% |
| 3M | +4.6% | +5.7% | -1.0% | +1.5% |
| 6M | +32.8% | +17.8% | +15.0% | +21.4% |
| YTD | +32.3% | +30.1% | +2.2% | +14.4% |
| 1Y | +37.1% | +32.8% | +4.4% | +17.3% |
| 3Y | +86.8% | +137.2% | -50.4% | +16.8% |
| 5Y | +87.4% | +81.5% | +5.9% | +28.9% |
| All | +87.4% | +81.6% | +5.7% | +28.9% |
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