+264.6%
MP vs MET
+240.3%
+24.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.3% | +0.3% |
| 7D | -3.6% | +1.8% | -5.4% | -4.8% |
| 30D | -21.0% | +4.8% | -25.8% | -23.5% |
| 3M | -33.3% | +6.2% | -39.5% | -36.2% |
| 6M | -45.9% | +33.8% | -79.7% | -56.5% |
| YTD | -27.8% | +33.3% | -61.1% | -42.3% |
| 1Y | -43.2% | +36.3% | -79.5% | -55.5% |
| 3Y | +144.0% | +84.6% | +59.5% | +46.9% |
| 5Y | -6.1% | +87.7% | -93.8% | -42.6% |
| All | +264.6% | +240.3% | +24.3% | +84.2% |
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 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