-10.9%
MP vs MET
+85.0%
-95.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.0% |
| 7D | +9.5% | +4.5% | +5.0% | +6.4% |
| 30D | -3.0% | +3.5% | -6.5% | -5.4% |
| 3M | -30.4% | +5.9% | -36.3% | -33.4% |
| 6M | -39.2% | +33.1% | -72.2% | -51.6% |
| YTD | -23.3% | +33.6% | -56.9% | -39.8% |
| 1Y | -32.6% | +32.7% | -65.3% | -46.9% |
| 3Y | +159.3% | +85.0% | +74.2% | +42.4% |
| All | -10.9% | +85.0% | -95.8% | -49.7% |
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