+1,209.8%
MET vs SPY
+729.1%
+480.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | +1.4% | +0.1% | +1.4% | +1.3% |
| 3M | +17.7% | +2.0% | +15.7% | +13.8% |
| 6M | +35.0% | +13.0% | +22.0% | +13.7% |
| YTD | +26.3% | +13.5% | +12.7% | +5.8% |
| 1Y | +22.8% | +20.0% | +2.9% | -4.6% |
| 3Y | +65.9% | +77.2% | -11.3% | -24.7% |
| 5Y | +85.4% | +81.9% | +3.5% | -21.4% |
| 10Y | +253.7% | +314.1% | -60.3% | -51.2% |
| All | +1,209.8% | +729.1% | +480.7% | -30.1% |
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