+568.6%
SE vs MET
+142.0%
+426.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -3.6% | -0.8% | -2.9% | -3.3% |
| 30D | -5.3% | -1.4% | -3.9% | -4.8% |
| 3M | +28.1% | +12.5% | +15.6% | +20.3% |
| 6M | +20.7% | +37.1% | -16.4% | +3.2% |
| YTD | -14.8% | +23.8% | -38.6% | -23.6% |
| 1Y | -43.6% | +24.1% | -67.7% | -49.7% |
| 3Y | +184.2% | +65.2% | +119.0% | +119.0% |
| 5Y | -66.3% | +82.3% | -148.6% | -74.5% |
| All | +568.6% | +142.0% | +426.6% | +307.7% |
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