+85.7%
MET vs TMF
-88.6%
+174.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.7% |
| 7D | +4.5% | -9.3% | +13.7% | +4.1% |
| 30D | +3.5% | +1.9% | +1.6% | +3.7% |
| 3M | +5.9% | -11.2% | +17.2% | +5.4% |
| 6M | +33.1% | -17.7% | +50.8% | +32.0% |
| YTD | +33.6% | -24.5% | +58.0% | +32.0% |
| 1Y | +32.7% | -29.4% | +62.1% | +30.8% |
| 3Y | +85.0% | -33.4% | +118.5% | +82.8% |
| All | +85.7% | -88.6% | +174.3% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling