+265.5%
MET vs USFR
+28.6%
+236.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +3.5% | +0.4% | +3.2% | +3.3% |
| 3M | +5.9% | +1.1% | +4.9% | +5.2% |
| 6M | +33.1% | +2.0% | +31.0% | +31.3% |
| YTD | +33.6% | +3.5% | +30.1% | +30.5% |
| 1Y | +32.7% | +4.1% | +28.6% | +29.1% |
| 3Y | +85.0% | +14.4% | +70.7% | +69.3% |
| 5Y | +85.6% | +21.4% | +64.2% | +63.2% |
| 10Y | +198.8% | +28.6% | +170.3% | +155.5% |
| All | +265.5% | +28.6% | +236.9% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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