+250.9%
PM vs MET
+206.5%
+44.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -6.6% | +1.8% | -8.4% | -7.1% |
| 30D | -3.4% | +4.8% | -8.2% | -4.8% |
| 3M | +5.3% | +6.2% | -0.9% | +3.4% |
| 6M | +15.5% | +33.8% | -18.3% | +5.9% |
| YTD | +24.3% | +33.3% | -9.0% | +13.5% |
| 1Y | +29.7% | +36.3% | -6.6% | +17.6% |
| 3Y | +144.9% | +84.6% | +60.3% | +96.4% |
| 5Y | +159.0% | +87.7% | +71.4% | +103.8% |
| 10Y | +250.9% | +198.0% | +53.0% | +117.5% |
| All | +250.9% | +206.5% | +44.5% | +117.5% |
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