+36.3%
METV vs SPY
+91.4%
-55.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +1.7% |
| 30D | +7.4% | -1.1% | +8.4% | +9.1% |
| 3M | +15.3% | +3.9% | +11.4% | +8.9% |
| 6M | +23.6% | +13.6% | +10.0% | +2.6% |
| YTD | +9.3% | +12.7% | -3.4% | -7.9% |
| 1Y | +2.2% | +17.5% | -15.3% | -18.8% |
| 3Y | +108.8% | +76.9% | +31.9% | -10.9% |
| 5Y | +36.3% | +83.6% | -47.3% | -41.9% |
| All | +36.3% | +91.4% | -55.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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