+81.8%
SPY vs MET
+82.8%
-1.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | -0.9% | -2.3% | +1.4% | -0.1% |
| 3M | +3.9% | +13.9% | -10.0% | -1.9% |
| 6M | +14.5% | +34.8% | -20.3% | +0.5% |
| YTD | +12.9% | +23.5% | -10.6% | +2.4% |
| 1Y | +19.4% | +23.4% | -4.0% | +8.0% |
| 3Y | +78.5% | +64.9% | +13.6% | +39.6% |
| 5Y | +81.8% | +82.0% | -0.3% | +36.1% |
| All | +81.8% | +82.8% | -1.0% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling