+243.8%
MET vs TRI
+196.2%
+47.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -0.5% | -7.9% | +7.4% | +2.4% |
| 30D | +0.5% | -4.5% | +5.0% | +1.8% |
| 3M | +11.6% | +22.1% | -10.5% | +1.6% |
| 6M | +40.8% | -2.8% | +43.6% | +38.5% |
| YTD | +25.7% | -23.4% | +49.1% | +36.3% |
| 1Y | +24.4% | -41.5% | +65.9% | +53.2% |
| 3Y | +67.5% | -19.2% | +86.7% | +67.3% |
| 5Y | +85.8% | -9.4% | +95.2% | +69.3% |
| All | +243.8% | +196.2% | +47.6% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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