-6.1%
MP vs MET
+87.9%
-94.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.9% |
| 7D | -3.6% | +1.8% | -5.4% | -4.8% |
| 30D | -21.0% | +4.8% | -25.8% | -23.6% |
| 3M | -33.3% | +6.2% | -39.5% | -36.3% |
| 6M | -45.9% | +33.8% | -79.7% | -57.2% |
| YTD | -27.8% | +33.3% | -61.1% | -43.4% |
| 1Y | -43.2% | +36.3% | -79.5% | -56.4% |
| 3Y | +144.0% | +84.6% | +59.5% | +33.8% |
| 5Y | -6.1% | +87.7% | -93.8% | -47.4% |
| All | -6.1% | +87.9% | -94.0% | -47.4% |
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