+255.1%
MET vs TMF
-87.2%
+342.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.5% |
| 7D | +1.2% | -1.4% | +2.6% | +0.8% |
| 30D | +1.4% | -2.8% | +4.2% | +0.9% |
| 3M | +17.7% | -10.9% | +28.6% | +15.0% |
| 6M | +35.0% | -21.3% | +56.3% | +28.5% |
| YTD | +26.3% | -15.9% | +42.2% | +22.2% |
| 1Y | +22.8% | -15.7% | +38.6% | +19.2% |
| 3Y | +65.9% | -43.4% | +109.3% | +50.7% |
| 5Y | +85.4% | -87.8% | +173.1% | +5.7% |
| All | +255.1% | -87.2% | +342.3% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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