+1,274.9%
MET vs SPY
+717.0%
+557.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | +2.1% | +3.3% | -1.2% | -2.2% |
| 30D | +1.8% | -2.7% | +4.5% | +5.3% |
| 3M | +6.0% | -1.7% | +7.8% | +8.2% |
| 6M | +31.1% | +3.1% | +28.0% | +24.6% |
| YTD | +32.6% | +11.9% | +20.7% | +12.8% |
| 1Y | +30.5% | +12.0% | +18.5% | +10.8% |
| 3Y | +83.6% | +78.2% | +5.4% | -17.6% |
| 5Y | +84.2% | +73.2% | +10.9% | -16.7% |
| 10Y | +196.6% | +309.6% | -113.1% | -58.6% |
| All | +1,274.9% | +717.0% | +557.9% | -25.4% |
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