+564.5%
MET vs TMF
-68.9%
+633.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.5% |
| 7D | +1.2% | -1.4% | +2.6% | +0.7% |
| 30D | +1.4% | -2.8% | +4.2% | +0.7% |
| 3M | +17.7% | -10.9% | +28.6% | +14.2% |
| 6M | +35.0% | -21.3% | +56.3% | +26.6% |
| YTD | +26.3% | -15.9% | +42.2% | +20.9% |
| 1Y | +22.8% | -15.7% | +38.6% | +18.0% |
| 3Y | +65.9% | -43.4% | +109.3% | +47.1% |
| 5Y | +85.4% | -87.8% | +173.1% | +3.4% |
| 10Y | +253.7% | -86.7% | +340.4% | +153.0% |
| All | +564.5% | -68.9% | +633.4% | +705.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling