+283.9%
RTX vs MET
+245.0%
+38.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | -0.8% | -0.9% | -1.3% |
| 30D | -11.6% | -1.4% | -10.2% | -11.0% |
| 3M | +9.2% | +12.5% | -3.4% | +2.2% |
| 6M | -4.4% | +37.1% | -41.5% | -19.6% |
| YTD | +8.9% | +23.8% | -14.9% | -3.9% |
| 1Y | +32.1% | +24.1% | +8.0% | +16.0% |
| 3Y | +151.2% | +65.2% | +86.0% | +81.3% |
| 5Y | +162.9% | +82.3% | +80.6% | +73.5% |
| 10Y | +283.9% | +241.6% | +42.4% | +68.7% |
| All | +283.9% | +245.0% | +38.9% | +68.7% |
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