+75.2%
SPY vs MET
+88.5%
-13.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | -2.4% | +3.4% | -5.7% | -3.7% |
| 3M | -1.2% | +7.0% | -8.1% | -4.0% |
| 6M | +3.3% | +34.6% | -31.3% | -9.4% |
| YTD | +12.3% | +34.0% | -21.7% | -1.7% |
| 1Y | +12.4% | +35.9% | -23.5% | -2.4% |
| 3Y | +78.8% | +85.5% | -6.7% | +32.3% |
| 5Y | +75.2% | +87.8% | -12.6% | +28.9% |
| All | +75.2% | +88.5% | -13.4% | +28.9% |
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