+843.8%
PM vs MET
+245.4%
+598.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -5.2% | -1.2% | -4.1% | -5.0% |
| 30D | +2.7% | +3.2% | -0.5% | +2.0% |
| 3M | +6.1% | -1.1% | +7.2% | +6.3% |
| 6M | +18.0% | +25.0% | -7.0% | +12.6% |
| YTD | +26.6% | +27.9% | -1.3% | +19.8% |
| 1Y | +36.7% | +32.9% | +3.8% | +28.3% |
| 3Y | +146.0% | +78.8% | +67.2% | +114.1% |
| 5Y | +164.1% | +79.6% | +84.5% | +128.0% |
| 10Y | +238.8% | +228.1% | +10.7% | +150.1% |
| All | +843.8% | +245.4% | +598.4% | +506.1% |
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