+180.4%
MET vs TRU
+238.0%
-57.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +0.7% |
| 7D | +1.2% | -6.8% | +7.9% | +3.9% |
| 30D | +1.4% | 0.0% | +1.4% | +1.1% |
| 3M | +17.7% | +13.3% | +4.4% | +11.0% |
| 6M | +35.0% | +3.4% | +31.6% | +31.3% |
| YTD | +26.3% | -6.4% | +32.7% | +26.7% |
| 1Y | +22.8% | -9.7% | +32.5% | +23.9% |
| 3Y | +65.9% | +0.1% | +65.8% | +51.8% |
| 5Y | +85.4% | -34.0% | +119.4% | +102.6% |
| 10Y | +253.7% | +147.9% | +105.8% | +109.7% |
| All | +180.4% | +238.0% | -57.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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