+260.9%
PM vs MET
+202.5%
+58.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | -2.8% | +3.4% | -6.2% | -3.8% |
| 3M | +6.3% | +7.0% | -0.6% | +4.2% |
| 6M | +9.6% | +34.6% | -25.0% | +0.3% |
| YTD | +25.6% | +34.0% | -8.4% | +14.6% |
| 1Y | +29.7% | +35.9% | -6.3% | +17.7% |
| 3Y | +147.6% | +85.5% | +62.1% | +98.2% |
| 5Y | +160.1% | +87.8% | +72.4% | +104.7% |
| 10Y | +260.9% | +199.7% | +61.2% | +124.0% |
| All | +260.9% | +202.5% | +58.4% | +124.0% |
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