+821.1%
PM vs MET
+257.3%
+563.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.1% |
| 7D | -7.3% | +1.3% | -8.6% | -7.5% |
| 30D | -4.0% | +4.0% | -8.0% | -4.8% |
| 3M | +2.7% | +4.6% | -1.9% | +1.7% |
| 6M | +14.9% | +32.8% | -17.9% | +8.2% |
| YTD | +23.5% | +32.3% | -8.8% | +16.1% |
| 1Y | +30.4% | +37.1% | -6.8% | +21.6% |
| 3Y | +143.2% | +86.8% | +56.4% | +109.7% |
| 5Y | +159.5% | +87.4% | +72.1% | +122.0% |
| 10Y | +234.7% | +209.9% | +24.7% | +149.4% |
| All | +821.1% | +257.3% | +563.7% | +487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling