+242.5%
MET vs SPY
+318.9%
-76.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.8% |
| 7D | -2.5% | -2.0% | -0.5% | -0.2% |
| 30D | 0.0% | -1.7% | +1.6% | +1.9% |
| 3M | +13.1% | +4.7% | +8.3% | +6.8% |
| 6M | +39.0% | +12.5% | +26.5% | +20.5% |
| YTD | +25.2% | +11.7% | +13.5% | +9.5% |
| 1Y | +25.6% | +17.5% | +8.2% | +3.4% |
| 3Y | +67.1% | +76.6% | -9.5% | -15.5% |
| 5Y | +85.1% | +82.0% | +3.1% | -11.4% |
| All | +242.5% | +318.9% | -76.4% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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