+244.4%
MET vs TPR
+305.2%
-60.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -0.8% |
| 7D | +1.1% | -3.4% | +4.5% | +2.4% |
| 30D | -2.3% | -27.3% | +25.0% | +8.7% |
| 3M | +13.9% | -16.2% | +30.1% | +20.0% |
| 6M | +34.8% | -17.9% | +52.7% | +42.0% |
| YTD | +23.5% | -7.1% | +30.7% | +23.5% |
| 1Y | +23.4% | +13.6% | +9.8% | +13.4% |
| 3Y | +64.9% | +293.7% | -228.9% | -11.9% |
| 5Y | +82.0% | +239.1% | -157.0% | -2.6% |
| 10Y | +244.4% | +311.2% | -66.8% | +35.0% |
| All | +244.4% | +305.2% | -60.9% | +35.0% |
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