+739.9%
MTZ vs MET
+247.1%
+492.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +5.2% |
| 7D | +3.6% | +1.1% | +2.4% | +2.6% |
| 30D | -9.6% | -2.3% | -7.3% | -8.6% |
| 3M | -31.9% | +13.9% | -45.8% | -38.4% |
| 6M | -13.8% | +34.8% | -48.6% | -30.7% |
| YTD | +13.3% | +23.5% | -10.3% | -4.4% |
| 1Y | +39.3% | +23.4% | +15.9% | +17.2% |
| 3Y | +168.3% | +64.9% | +103.5% | +82.6% |
| 5Y | +166.4% | +82.0% | +84.4% | +65.2% |
| 10Y | +739.9% | +244.4% | +495.6% | +217.8% |
| All | +739.9% | +247.1% | +492.8% | +217.8% |
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