+7,088.2%
MO vs MET
+1,381.0%
+5,707.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +3.3% | +4.5% | -1.1% | +2.5% |
| 30D | +7.5% | +3.5% | +4.0% | +6.8% |
| 3M | +22.8% | +5.9% | +16.8% | +21.4% |
| 6M | +13.4% | +33.1% | -19.7% | +7.5% |
| YTD | +43.0% | +33.6% | +9.4% | +35.1% |
| 1Y | +45.2% | +32.7% | +12.5% | +37.4% |
| 3Y | +145.5% | +85.0% | +60.5% | +115.7% |
| 5Y | +157.1% | +85.6% | +71.5% | +124.0% |
| 10Y | +153.3% | +198.8% | -45.5% | +96.8% |
| All | +7,088.2% | +1,381.0% | +5,707.2% | +2,933.9% |
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