+50.9%
O vs MET
+248.0%
-197.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -3.5% | -2.5% | -1.0% | -2.7% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -2.8% | +13.1% | -15.9% | -6.9% |
| 6M | -5.8% | +39.0% | -44.8% | -15.8% |
| YTD | +9.4% | +25.2% | -15.8% | +0.8% |
| 1Y | +5.7% | +25.6% | -20.0% | -3.0% |
| 3Y | +27.2% | +67.1% | -39.8% | +2.9% |
| 5Y | +17.2% | +85.1% | -67.9% | -10.8% |
| All | +50.9% | +248.0% | -197.1% | -9.0% |
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