+6,033.2%
MO vs MET
+1,269.7%
+4,763.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.6% |
| 7D | -2.0% | +1.1% | -3.2% | -2.2% |
| 30D | -0.3% | -2.3% | +2.1% | +0.1% |
| 3M | -2.9% | +13.9% | -16.8% | -5.3% |
| 6M | +5.8% | +34.8% | -29.0% | 0.0% |
| YTD | +22.0% | +23.5% | -1.5% | +17.0% |
| 1Y | +10.7% | +23.4% | -12.7% | +6.0% |
| 3Y | +94.4% | +64.9% | +29.5% | +74.3% |
| 5Y | +97.2% | +82.0% | +15.1% | +72.3% |
| 10Y | +103.0% | +244.4% | -141.4% | +54.4% |
| All | +6,033.2% | +1,269.7% | +4,763.5% | +2,526.0% |
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