+4,407.5%
MU vs MET
+197.3%
+4,210.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +12.8% | +4.5% | +8.3% | +10.0% |
| 30D | -14.9% | +3.5% | -18.4% | -16.7% |
| 3M | -18.0% | +5.9% | -24.0% | -21.4% |
| 6M | -3.1% | +33.1% | -36.2% | -20.8% |
| YTD | +172.9% | +33.6% | +139.3% | +120.7% |
| 1Y | +228.8% | +32.7% | +196.2% | +166.7% |
| 3Y | +950.8% | +85.0% | +865.8% | +580.0% |
| 5Y | +931.3% | +85.6% | +845.7% | +557.9% |
| All | +4,407.5% | +197.3% | +4,210.2% | +1,851.5% |
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