+243.8%
MET vs TXT
+107.7%
+136.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -1.0% |
| 7D | -0.5% | +2.5% | -3.0% | -2.0% |
| 30D | +0.5% | -8.9% | +9.3% | +6.2% |
| 3M | +11.6% | -13.6% | +25.2% | +20.7% |
| 6M | +40.8% | -13.1% | +53.9% | +51.0% |
| YTD | +25.7% | -7.0% | +32.7% | +28.4% |
| 1Y | +24.4% | -1.4% | +25.8% | +22.1% |
| 3Y | +67.5% | +7.0% | +60.5% | +52.6% |
| 5Y | +85.8% | +15.4% | +70.4% | +56.6% |
| All | +243.8% | +107.7% | +136.0% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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