+194.4%
MET vs TPR
+364.3%
-169.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +3.5% | +15.1% | -11.6% | -1.9% |
| 3M | +5.9% | +3.5% | +2.4% | +4.1% |
| 6M | +33.1% | +0.4% | +32.6% | +30.4% |
| YTD | +33.6% | +4.6% | +29.0% | +27.3% |
| 1Y | +32.7% | +33.1% | -0.4% | +15.2% |
| 3Y | +85.0% | +396.0% | -310.9% | -9.7% |
| 5Y | +85.6% | +230.3% | -144.7% | +1.4% |
| All | +194.4% | +364.3% | -169.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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