+1,285.4%
MET vs SPY
+714.1%
+571.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | +4.5% | +2.6% | +1.9% | +1.0% |
| 30D | +3.5% | -2.0% | +5.5% | +6.1% |
| 3M | +5.9% | -2.8% | +8.7% | +9.6% |
| 6M | +33.1% | +2.1% | +30.9% | +28.0% |
| YTD | +33.6% | +11.5% | +22.1% | +14.2% |
| 1Y | +32.7% | +13.5% | +19.2% | +10.7% |
| 3Y | +85.0% | +77.7% | +7.3% | -16.6% |
| 5Y | +85.6% | +72.6% | +13.0% | -15.7% |
| 10Y | +198.8% | +308.2% | -109.3% | -58.1% |
| All | +1,285.4% | +714.1% | +571.4% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling