+425.7%
META vs MET
+227.5%
+198.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.7% | +3.8% |
| 7D | +5.7% | +1.3% | +4.4% | +5.2% |
| 30D | -10.8% | +4.0% | -14.8% | -12.2% |
| 3M | +8.4% | +4.6% | +3.8% | +6.4% |
| 6M | +5.4% | +32.8% | -27.4% | -6.1% |
| YTD | -2.6% | +32.3% | -34.9% | -13.2% |
| 1Y | +3.5% | +37.1% | -33.6% | -9.2% |
| 3Y | +102.0% | +86.8% | +15.2% | +56.5% |
| 5Y | +93.1% | +87.4% | +5.7% | +48.8% |
| 10Y | +425.7% | +209.9% | +215.8% | +227.5% |
| All | +425.7% | +227.5% | +198.2% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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