+100.1%
MO vs MET
+82.5%
+17.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -1.0% | -2.5% | +1.5% | -0.6% |
| 30D | +5.8% | 0.0% | +5.8% | +5.8% |
| 3M | -4.5% | +13.1% | -17.6% | -6.4% |
| 6M | +5.7% | +39.0% | -33.3% | +0.3% |
| YTD | +23.1% | +25.2% | -2.1% | +18.5% |
| 1Y | +10.9% | +25.6% | -14.7% | +6.5% |
| 3Y | +96.1% | +67.1% | +29.1% | +71.4% |
| 5Y | +100.1% | +85.1% | +15.0% | +67.2% |
| All | +100.1% | +82.5% | +17.5% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling