-42.2%
RIG vs MET
+249.3%
-291.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.1% |
| 7D | -3.1% | -0.5% | -2.6% | -2.6% |
| 30D | -0.5% | +0.5% | -1.0% | -1.5% |
| 3M | -6.0% | +11.6% | -17.6% | -17.0% |
| 6M | -10.1% | +40.8% | -50.9% | -38.4% |
| YTD | +37.3% | +25.7% | +11.6% | +4.7% |
| 1Y | +73.9% | +24.4% | +49.6% | +32.5% |
| 3Y | -30.2% | +67.5% | -97.6% | -62.7% |
| 5Y | +62.5% | +85.8% | -23.4% | -24.1% |
| All | -42.2% | +249.3% | -291.5% | -82.8% |
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