+523.3%
ON vs MET
+197.3%
+326.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.2% |
| 7D | +12.2% | +4.5% | +7.8% | +8.9% |
| 30D | -3.1% | +3.5% | -6.7% | -5.4% |
| 3M | -12.9% | +5.9% | -18.8% | -16.5% |
| 6M | -38.6% | +33.1% | -71.7% | -51.2% |
| YTD | +31.2% | +33.6% | -2.3% | +3.4% |
| 1Y | +47.6% | +32.7% | +15.0% | +16.9% |
| 3Y | +6.6% | +85.0% | -78.4% | -34.9% |
| 5Y | +21.3% | +85.6% | -64.3% | -26.5% |
| All | +523.3% | +197.3% | +326.0% | +147.3% |
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