+192.2%
MET vs Z
-19.3%
+211.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.7% |
| 7D | +2.1% | -4.9% | +7.0% | +2.9% |
| 30D | +1.8% | +3.0% | -1.2% | +1.0% |
| 3M | +6.0% | -13.4% | +19.4% | +7.7% |
| 6M | +31.1% | -27.3% | +58.4% | +36.4% |
| YTD | +32.6% | -57.8% | +90.3% | +49.2% |
| 1Y | +30.5% | -60.0% | +90.5% | +47.9% |
| 3Y | +83.6% | -21.5% | +105.1% | +80.8% |
| 5Y | +84.2% | -55.0% | +139.1% | +90.3% |
| All | +192.2% | -19.3% | +211.4% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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