+546.8%
ON vs MET
+195.0%
+351.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.9% |
| 7D | +17.0% | +2.1% | +14.9% | +15.4% |
| 30D | -3.9% | +1.8% | -5.7% | -4.9% |
| 3M | -11.5% | +6.0% | -17.5% | -15.3% |
| 6M | -29.2% | +31.1% | -60.3% | -43.1% |
| YTD | +36.2% | +32.6% | +3.6% | +7.9% |
| 1Y | +49.6% | +30.5% | +19.2% | +20.0% |
| 3Y | +9.4% | +83.6% | -74.1% | -32.8% |
| 5Y | +25.8% | +84.2% | -58.4% | -23.3% |
| All | +546.8% | +195.0% | +351.7% | +158.1% |
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