+216.4%
MET vs VYM
+487.3%
-270.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.1% |
| 7D | -0.8% | -1.0% | +0.2% | +0.9% |
| 30D | -1.4% | -2.0% | +0.6% | +2.2% |
| 3M | +12.5% | +3.1% | +9.5% | +6.9% |
| 6M | +37.1% | +8.9% | +28.2% | +18.4% |
| YTD | +23.8% | +14.7% | +9.1% | -2.2% |
| 1Y | +24.1% | +19.4% | +4.7% | -8.5% |
| 3Y | +65.2% | +65.4% | -0.2% | -30.0% |
| 5Y | +82.3% | +77.6% | +4.7% | -32.2% |
| 10Y | +241.6% | +207.8% | +33.8% | -50.8% |
| All | +216.4% | +487.3% | -270.8% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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