+267.3%
MP vs MET
+242.0%
+25.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.4% |
| 7D | +2.3% | 0.0% | +2.2% | +2.3% |
| 30D | -15.3% | +3.4% | -18.7% | -17.2% |
| 3M | -33.5% | +7.0% | -40.5% | -36.7% |
| 6M | -45.5% | +34.6% | -80.1% | -56.3% |
| YTD | -27.3% | +34.0% | -61.2% | -42.1% |
| 1Y | -40.7% | +35.9% | -76.6% | -53.4% |
| 3Y | +145.9% | +85.5% | +60.4% | +47.7% |
| 5Y | -13.9% | +87.8% | -101.7% | -47.4% |
| All | +267.3% | +242.0% | +25.3% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling