+82.7%
MET vs TROW
-39.3%
+122.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.9% |
| 7D | -0.5% | -3.2% | +2.7% | +0.9% |
| 30D | +0.5% | -4.6% | +5.1% | +2.6% |
| 3M | +11.6% | -0.7% | +12.3% | +11.4% |
| 6M | +40.8% | +22.2% | +18.6% | +28.0% |
| YTD | +25.7% | +6.6% | +19.0% | +21.2% |
| 1Y | +24.4% | +5.8% | +18.5% | +20.3% |
| 3Y | +67.5% | +11.6% | +55.9% | +56.2% |
| All | +82.7% | -39.3% | +122.1% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling