+917.6%
MMM vs MET
+1,366.8%
-449.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.8% |
| 7D | +5.8% | +1.3% | +4.4% | +5.4% |
| 30D | +17.9% | +4.0% | +13.9% | +16.6% |
| 3M | +3.6% | +4.6% | -1.0% | +2.1% |
| 6M | +32.9% | +32.8% | +0.1% | +21.5% |
| YTD | +19.5% | +32.3% | -12.8% | +9.1% |
| 1Y | +16.5% | +37.1% | -20.6% | +5.2% |
| 3Y | +167.2% | +86.8% | +80.3% | +119.3% |
| 5Y | +48.2% | +87.4% | -39.2% | +20.9% |
| 10Y | +83.0% | +209.9% | -126.9% | +24.3% |
| All | +917.6% | +1,366.8% | -449.3% | +309.6% |
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