+422.5%
STM vs MET
+227.5%
+195.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +4.7% |
| 7D | -5.6% | +1.3% | -6.9% | -6.2% |
| 30D | -14.4% | +4.0% | -18.5% | -16.5% |
| 3M | -20.5% | +4.6% | -25.1% | -22.9% |
| 6M | -24.5% | +32.8% | -57.3% | -37.6% |
| YTD | +72.7% | +32.3% | +40.4% | +42.7% |
| 1Y | +91.0% | +37.1% | +53.9% | +54.4% |
| 3Y | +13.5% | +86.8% | -73.3% | -24.9% |
| 5Y | -9.2% | +87.4% | -96.6% | -40.6% |
| 10Y | +422.5% | +209.9% | +212.6% | +150.0% |
| All | +422.5% | +227.5% | +195.1% | +150.0% |
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