+157.9%
MTZ vs MET
+85.3%
+72.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.0% |
| 7D | -1.6% | +1.2% | -2.7% | -2.3% |
| 30D | -11.1% | +1.4% | -12.5% | -12.1% |
| 3M | -36.7% | +17.7% | -54.4% | -43.0% |
| 6M | -21.9% | +35.0% | -56.9% | -35.4% |
| YTD | +9.1% | +26.3% | -17.2% | -6.9% |
| 1Y | +30.0% | +22.8% | +7.1% | +12.6% |
| 3Y | +138.5% | +65.9% | +72.5% | +68.8% |
| All | +157.9% | +85.3% | +72.6% | +67.4% |
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