+83.6%
MET vs TMF
-31.3%
+114.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -1.1% |
| 7D | +2.1% | -8.2% | +10.3% | +2.0% |
| 30D | +1.8% | +5.3% | -3.5% | +1.9% |
| 3M | +6.0% | -8.5% | +14.5% | +5.9% |
| 6M | +31.1% | -17.2% | +48.3% | +30.6% |
| YTD | +32.6% | -23.4% | +56.0% | +31.8% |
| 1Y | +30.5% | -30.2% | +60.7% | +29.5% |
| All | +83.6% | -31.3% | +114.9% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling