+82.0%
MET vs TXT
+12.6%
+69.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +1.1% | -0.2% | +1.4% | +1.2% |
| 30D | -2.3% | -11.1% | +8.7% | +3.7% |
| 3M | +13.9% | -13.0% | +26.9% | +21.3% |
| 6M | +34.8% | -16.2% | +51.0% | +46.0% |
| YTD | +23.5% | -8.7% | +32.3% | +26.9% |
| 1Y | +23.4% | -3.8% | +27.2% | +22.7% |
| 3Y | +64.9% | +5.5% | +59.4% | +51.3% |
| 5Y | +82.0% | +12.3% | +69.8% | +55.4% |
| All | +82.0% | +12.6% | +69.5% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling