+1,183.9%
MET vs TDY
+3,901.5%
-2,717.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -0.8% | -1.8% | +1.1% | 0.0% |
| 30D | -1.4% | -13.8% | +12.4% | +4.9% |
| 3M | +12.5% | -3.9% | +16.4% | +13.9% |
| 6M | +37.1% | -9.0% | +46.1% | +41.5% |
| YTD | +23.8% | +16.5% | +7.2% | +14.4% |
| 1Y | +24.1% | +9.3% | +14.9% | +17.7% |
| 3Y | +65.2% | +45.1% | +20.1% | +38.0% |
| 5Y | +82.3% | +35.0% | +47.3% | +55.1% |
| 10Y | +241.6% | +469.0% | -227.4% | +62.8% |
| All | +1,183.9% | +3,901.5% | -2,717.6% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling