+268.7%
RTX vs MET
+206.5%
+62.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.6% |
| 7D | -1.7% | +1.8% | -3.5% | -2.7% |
| 30D | +7.7% | +4.8% | +2.9% | +5.0% |
| 3M | -10.3% | +6.2% | -16.5% | -13.3% |
| 6M | +14.6% | +33.8% | -19.2% | -2.4% |
| YTD | +10.4% | +33.3% | -22.9% | -6.5% |
| 1Y | +13.5% | +36.3% | -22.8% | -5.2% |
| 3Y | +158.6% | +84.6% | +74.0% | +75.4% |
| 5Y | +147.3% | +87.7% | +59.6% | +61.2% |
| 10Y | +268.7% | +198.0% | +70.7% | +65.5% |
| All | +268.7% | +206.5% | +62.2% | +65.5% |
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