+86.8%
MET vs TXT
+11.8%
+75.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +2.5% |
| 7D | +1.3% | -3.5% | +4.8% | +2.9% |
| 30D | +4.0% | +15.2% | -11.2% | -2.6% |
| 3M | +4.6% | -4.5% | +9.1% | +6.5% |
| 6M | +32.8% | -6.1% | +38.9% | +35.2% |
| YTD | +32.3% | -2.0% | +34.2% | +30.4% |
| 1Y | +37.1% | +4.2% | +32.9% | +30.5% |
| 3Y | +86.8% | +14.4% | +72.4% | +66.9% |
| All | +86.8% | +11.8% | +75.0% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling