+54.7%
MMM vs MET
+245.0%
-190.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | -9.3% | -1.4% | -7.9% | -8.8% |
| 3M | +5.6% | +12.5% | -6.9% | -0.5% |
| 6M | +9.5% | +37.1% | -27.6% | -6.0% |
| YTD | +4.1% | +23.8% | -19.7% | -6.6% |
| 1Y | +9.4% | +24.1% | -14.8% | -2.3% |
| 3Y | +101.0% | +65.2% | +35.8% | +56.7% |
| 5Y | +26.1% | +82.3% | -56.1% | -7.1% |
| 10Y | +54.7% | +241.6% | -186.8% | -17.5% |
| All | +54.7% | +245.0% | -190.3% | -17.5% |
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