+461.8%
STM vs MET
+195.0%
+266.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +1.1% |
| 7D | +16.3% | +2.1% | +14.2% | +14.9% |
| 30D | -6.3% | +1.8% | -8.1% | -7.3% |
| 3M | -14.1% | +6.0% | -20.1% | -17.5% |
| 6M | -19.6% | +31.1% | -50.7% | -33.0% |
| YTD | +80.1% | +32.6% | +47.6% | +48.5% |
| 1Y | +95.4% | +30.5% | +64.9% | +62.7% |
| 3Y | +14.7% | +83.6% | -68.9% | -23.5% |
| 5Y | -5.4% | +84.2% | -89.6% | -37.7% |
| All | +461.8% | +195.0% | +266.8% | +154.4% |
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