+79.6%
MMM vs MET
+206.5%
-126.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +7.0% | +1.8% | +5.2% | +6.2% |
| 30D | +18.4% | +4.8% | +13.6% | +15.9% |
| 3M | +4.5% | +6.2% | -1.7% | +1.5% |
| 6M | +33.4% | +33.8% | -0.4% | +15.8% |
| YTD | +20.0% | +33.3% | -13.3% | +3.8% |
| 1Y | +15.0% | +36.3% | -21.3% | -1.6% |
| 3Y | +165.0% | +84.6% | +80.4% | +96.0% |
| 5Y | +47.9% | +87.7% | -39.7% | +7.2% |
| 10Y | +79.6% | +198.0% | -118.3% | -3.8% |
| All | +79.6% | +206.5% | -126.8% | -3.8% |
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