+192.2%
MET vs VMC
+126.5%
+65.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.4% |
| 7D | +2.1% | -1.7% | +3.8% | +2.9% |
| 30D | +1.8% | +15.3% | -13.4% | -4.4% |
| 3M | +6.0% | +0.3% | +5.7% | +5.6% |
| 6M | +31.1% | +0.9% | +30.2% | +29.2% |
| YTD | +32.6% | -1.0% | +33.6% | +30.4% |
| 1Y | +30.5% | -4.3% | +34.8% | +30.2% |
| 3Y | +83.6% | +35.3% | +48.2% | +53.6% |
| 5Y | +84.2% | +44.4% | +39.8% | +46.3% |
| All | +192.2% | +126.5% | +65.7% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling