+86.4%
MET vs TMF
-87.5%
+173.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.1% |
| 30D | +1.4% | -2.8% | +4.2% | +1.3% |
| 3M | +17.7% | -10.9% | +28.6% | +17.0% |
| 6M | +35.0% | -21.3% | +56.3% | +33.3% |
| YTD | +26.3% | -15.9% | +42.2% | +25.3% |
| 1Y | +22.8% | -15.7% | +38.6% | +21.9% |
| 3Y | +65.9% | -43.4% | +109.3% | +61.2% |
| All | +86.4% | -87.5% | +173.9% | +46.3% |
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