+211.8%
PM vs MET
+245.0%
-33.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -0.2% | -1.4% | +1.2% | +0.2% |
| 3M | +4.9% | +12.5% | -7.6% | +1.3% |
| 6M | +9.0% | +37.1% | -28.0% | -0.6% |
| YTD | +17.8% | +23.8% | -6.0% | +10.2% |
| 1Y | +16.8% | +24.1% | -7.3% | +8.9% |
| 3Y | +125.4% | +65.2% | +60.2% | +88.0% |
| 5Y | +128.7% | +82.3% | +46.4% | +82.4% |
| 10Y | +211.8% | +241.6% | -29.7% | +97.3% |
| All | +211.8% | +245.0% | -33.2% | +97.3% |
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