+85.6%
MET vs VMC
+37.8%
+47.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | 0.0% | -4.3% | +4.3% | +1.5% |
| 30D | +3.4% | +16.2% | -12.8% | -1.5% |
| 3M | +7.0% | -0.8% | +7.8% | +7.1% |
| 6M | +34.6% | +1.2% | +33.5% | +33.2% |
| YTD | +34.0% | +0.5% | +33.5% | +30.8% |
| 1Y | +35.9% | -2.9% | +38.8% | +34.6% |
| All | +85.6% | +37.8% | +47.8% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling