+76.3%
MMM vs MET
+197.3%
-121.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.3% |
| 7D | -0.4% | +4.5% | -4.8% | -2.4% |
| 30D | +12.1% | +3.5% | +8.6% | +10.4% |
| 3M | +1.4% | +5.9% | -4.5% | -1.4% |
| 6M | +26.6% | +33.1% | -6.5% | +10.2% |
| YTD | +16.8% | +33.6% | -16.8% | +1.0% |
| 1Y | +10.1% | +32.7% | -22.6% | -4.6% |
| 3Y | +158.4% | +85.0% | +73.4% | +90.8% |
| 5Y | +43.1% | +85.6% | -42.5% | +4.2% |
| All | +76.3% | +197.3% | -121.0% | -5.4% |
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