+442.2%
MTZ vs MET
+206.5%
+235.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.8% |
| 7D | -8.7% | +1.8% | -10.5% | -9.9% |
| 30D | -15.0% | +4.8% | -19.8% | -17.9% |
| 3M | -32.6% | +6.2% | -38.8% | -35.8% |
| 6M | -56.3% | +33.8% | -90.2% | -64.8% |
| YTD | -16.8% | +33.3% | -50.1% | -33.5% |
| 1Y | -10.0% | +36.3% | -46.4% | -29.3% |
| 3Y | +267.1% | +84.6% | +182.5% | +130.3% |
| 5Y | +89.9% | +87.7% | +2.2% | +15.4% |
| 10Y | +442.2% | +198.0% | +244.3% | +117.1% |
| All | +442.2% | +206.5% | +235.8% | +117.1% |
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