+74.8%
MTZ vs MET
+78.1%
-3.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +10.3% |
| 7D | -6.4% | -1.2% | -5.3% | -6.1% |
| 30D | -22.1% | +3.2% | -25.3% | -23.8% |
| 3M | -32.7% | -1.1% | -31.6% | -32.9% |
| 6M | -59.8% | +25.0% | -84.8% | -65.3% |
| YTD | -19.9% | +27.9% | -47.8% | -32.5% |
| 1Y | -11.5% | +32.9% | -44.3% | -27.3% |
| 3Y | +258.1% | +78.8% | +179.3% | +140.6% |
| All | +74.8% | +78.1% | -3.3% | +18.4% |
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