+13.7%
O vs MET
+82.8%
-69.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | -2.0% | -2.3% | +0.4% | -1.5% |
| 3M | +3.0% | +13.9% | -10.9% | 0.0% |
| 6M | -3.6% | +34.8% | -38.4% | -9.8% |
| YTD | +12.1% | +23.5% | -11.5% | +6.6% |
| 1Y | +8.9% | +23.4% | -14.5% | +3.5% |
| 3Y | +30.3% | +64.9% | -34.5% | +12.8% |
| 5Y | +13.7% | +82.0% | -68.3% | -4.0% |
| All | +13.7% | +82.8% | -69.1% | -4.0% |
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 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