+269.0%
RTX vs MET
+202.5%
+66.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.5% |
| 30D | +7.8% | +3.4% | +4.5% | +5.9% |
| 3M | -9.8% | +7.0% | -16.8% | -13.1% |
| 6M | +13.5% | +34.6% | -21.1% | -3.6% |
| YTD | +10.9% | +34.0% | -23.0% | -6.2% |
| 1Y | +14.0% | +35.9% | -21.9% | -4.6% |
| 3Y | +159.9% | +85.5% | +74.4% | +75.8% |
| 5Y | +151.7% | +87.8% | +63.9% | +64.1% |
| 10Y | +269.0% | +199.7% | +69.3% | +65.5% |
| All | +269.0% | +202.5% | +66.5% | +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