+1,209.8%
MET vs TXT
+219.3%
+990.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -4.8% | +5.9% | +3.8% |
| 30D | +1.4% | -10.6% | +12.0% | +7.4% |
| 3M | +17.7% | -13.2% | +30.9% | +25.7% |
| 6M | +35.0% | -20.3% | +55.3% | +50.3% |
| YTD | +26.3% | -9.3% | +35.5% | +30.7% |
| 1Y | +22.8% | -2.7% | +25.5% | +22.2% |
| 3Y | +65.9% | +1.4% | +64.6% | +59.3% |
| 5Y | +85.4% | +9.6% | +75.8% | +67.7% |
| 10Y | +253.7% | +94.9% | +158.8% | +126.0% |
| All | +1,209.8% | +219.3% | +990.5% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling