+241.6%
MET vs Z
-5.7%
+247.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.8% | -7.1% | +6.3% | +0.4% |
| 30D | -1.4% | -4.8% | +3.4% | -0.8% |
| 3M | +12.5% | -9.3% | +21.9% | +13.6% |
| 6M | +37.1% | -29.0% | +66.1% | +43.4% |
| YTD | +23.8% | -52.9% | +76.7% | +37.5% |
| 1Y | +24.1% | -63.1% | +87.3% | +42.7% |
| 3Y | +65.2% | -36.9% | +102.1% | +69.3% |
| 5Y | +82.3% | -65.5% | +147.8% | +95.9% |
| 10Y | +241.6% | -3.9% | +245.4% | +168.4% |
| All | +241.6% | -5.7% | +247.3% | +168.4% |
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