+243.8%
MET vs TDY
+479.2%
-235.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.3% |
| 7D | -0.5% | -1.1% | +0.6% | +0.1% |
| 30D | +0.5% | -12.0% | +12.5% | +7.9% |
| 3M | +11.6% | -3.2% | +14.8% | +13.0% |
| 6M | +40.8% | -7.9% | +48.7% | +45.7% |
| YTD | +25.7% | +18.2% | +7.4% | +11.3% |
| 1Y | +24.4% | +6.7% | +17.7% | +16.7% |
| 3Y | +67.5% | +47.5% | +19.9% | +27.9% |
| 5Y | +85.8% | +39.5% | +46.3% | +43.2% |
| All | +243.8% | +479.2% | -235.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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