+1,209.8%
MET vs VMC
+723.9%
+486.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +1.2% | -4.3% | +5.5% | +3.4% |
| 30D | +1.4% | -8.2% | +9.7% | +5.8% |
| 3M | +17.7% | -7.0% | +24.7% | +21.1% |
| 6M | +35.0% | -10.8% | +45.8% | +41.3% |
| YTD | +26.3% | -7.4% | +33.7% | +28.5% |
| 1Y | +22.8% | -9.5% | +32.3% | +26.2% |
| 3Y | +65.9% | +20.5% | +45.5% | +43.5% |
| 5Y | +85.4% | +51.6% | +33.8% | +38.1% |
| 10Y | +253.7% | +150.0% | +103.7% | +85.5% |
| All | +1,209.8% | +723.9% | +486.0% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling