+209.9%
MET vs TPR
+403.1%
-193.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.6% |
| 7D | +1.3% | +12.7% | -11.4% | -3.2% |
| 30D | +4.0% | +17.1% | -13.1% | -2.1% |
| 3M | +4.6% | -15.9% | +20.5% | +10.0% |
| 6M | +32.8% | +2.6% | +30.2% | +29.1% |
| YTD | +32.3% | +7.5% | +24.8% | +24.9% |
| 1Y | +37.1% | +32.9% | +4.2% | +19.2% |
| 3Y | +86.8% | +413.8% | -327.0% | -10.1% |
| 5Y | +87.4% | +263.9% | -176.5% | -1.9% |
| 10Y | +209.9% | +389.7% | -179.8% | +14.9% |
| All | +209.9% | +403.1% | -193.2% | +14.9% |
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