+350.2%
RCL vs MET
+247.1%
+103.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.8% |
| 7D | -0.5% | +1.1% | -1.6% | -1.7% |
| 30D | -17.3% | -2.3% | -15.0% | -15.6% |
| 3M | -2.8% | +13.9% | -16.6% | -15.0% |
| 6M | -4.4% | +34.8% | -39.2% | -29.0% |
| YTD | -4.2% | +23.5% | -27.7% | -23.1% |
| 1Y | -23.4% | +23.4% | -46.8% | -38.6% |
| 3Y | +179.4% | +64.9% | +114.5% | +64.7% |
| 5Y | +238.8% | +82.0% | +156.7% | +79.5% |
| 10Y | +350.2% | +244.4% | +105.8% | +59.6% |
| All | +350.2% | +247.1% | +103.1% | +59.6% |
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