+539.4%
MET vs TRI
+518.6%
+20.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | +2.1% |
| 7D | +1.1% | -7.1% | +8.2% | +5.8% |
| 30D | -2.3% | -2.3% | 0.0% | -1.7% |
| 3M | +13.9% | +19.6% | -5.7% | -2.7% |
| 6M | +34.8% | -8.7% | +43.5% | +34.2% |
| YTD | +23.5% | -22.3% | +45.8% | +33.8% |
| 1Y | +23.4% | -40.7% | +64.1% | +61.7% |
| 3Y | +64.9% | -17.8% | +82.6% | +60.3% |
| 5Y | +82.0% | -8.5% | +90.5% | +57.0% |
| 10Y | +244.4% | +192.6% | +51.8% | +9.0% |
| All | +539.4% | +518.6% | +20.8% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling