+274.6%
MET vs VIG
+623.5%
-348.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -0.8% |
| 7D | +1.2% | -0.4% | +1.6% | +1.9% |
| 30D | +1.4% | -1.0% | +2.4% | +3.1% |
| 3M | +17.7% | +2.8% | +14.9% | +12.3% |
| 6M | +35.0% | +8.2% | +26.8% | +18.1% |
| YTD | +26.3% | +11.0% | +15.3% | +5.8% |
| 1Y | +22.8% | +16.1% | +6.7% | -4.7% |
| 3Y | +65.9% | +56.2% | +9.8% | -22.0% |
| 5Y | +85.4% | +63.0% | +22.4% | -21.3% |
| 10Y | +253.7% | +241.4% | +12.3% | -61.4% |
| All | +274.6% | +623.5% | -348.9% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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