+4,609.2%
MU vs MET
+202.5%
+4,406.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.6% |
| 7D | +2.0% | 0.0% | +2.0% | +2.4% |
| 30D | -18.0% | +3.4% | -21.3% | -19.6% |
| 3M | -6.6% | +7.0% | -13.5% | -10.9% |
| 6M | +2.0% | +34.6% | -32.6% | -17.2% |
| YTD | +184.5% | +34.0% | +150.5% | +129.7% |
| 1Y | +236.9% | +35.9% | +200.9% | +169.0% |
| 3Y | +987.0% | +85.5% | +901.5% | +602.6% |
| 5Y | +1,014.6% | +87.8% | +926.9% | +606.2% |
| 10Y | +4,609.2% | +199.7% | +4,409.5% | +1,926.0% |
| All | +4,609.2% | +202.5% | +4,406.7% | +1,926.0% |
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