+809.3%
MMM vs MET
+1,300.1%
-490.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.6% |
| 7D | -3.3% | +1.2% | -4.5% | -3.7% |
| 30D | -7.0% | +1.4% | -8.4% | -7.5% |
| 3M | +10.8% | +17.7% | -6.9% | +5.1% |
| 6M | +5.8% | +35.0% | -29.2% | -3.8% |
| YTD | +6.8% | +26.3% | -19.5% | -1.1% |
| 1Y | +10.4% | +22.8% | -12.4% | +2.9% |
| 3Y | +104.7% | +65.9% | +38.8% | +74.1% |
| 5Y | +23.6% | +85.4% | -61.8% | +1.1% |
| 10Y | +54.1% | +253.7% | -199.6% | +1.1% |
| All | +809.3% | +1,300.1% | -490.8% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling