+331.9%
RCL vs MET
+197.3%
+134.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | -1.2% | +4.5% | -5.6% | -5.2% |
| 30D | +17.8% | +3.5% | +14.3% | +14.0% |
| 3M | +4.9% | +5.9% | -1.0% | -1.2% |
| 6M | +23.7% | +33.1% | -9.3% | -7.7% |
| YTD | +17.8% | +33.6% | -15.8% | -12.8% |
| 1Y | +28.9% | +32.7% | -3.8% | -3.8% |
| 3Y | +241.9% | +85.0% | +156.8% | +78.5% |
| 5Y | +295.4% | +85.6% | +209.8% | +104.7% |
| All | +331.9% | +197.3% | +134.6% | +41.1% |
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 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