+629.3%
ON vs MET
+249.3%
+380.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.2% |
| 7D | +2.4% | -0.5% | +2.9% | +2.8% |
| 30D | -8.6% | +0.5% | -9.1% | -9.1% |
| 3M | -34.3% | +11.6% | -45.9% | -40.2% |
| 6M | +28.5% | +40.8% | -12.3% | -1.9% |
| YTD | +40.6% | +25.7% | +14.9% | +16.1% |
| 1Y | +55.3% | +24.4% | +31.0% | +28.6% |
| 3Y | -22.2% | +67.5% | -89.7% | -48.7% |
| 5Y | +62.4% | +85.8% | -23.4% | -1.1% |
| All | +629.3% | +249.3% | +380.0% | +198.9% |
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