+61.4%
T vs MET
+202.5%
-141.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +2.0% | 0.0% | +1.9% | +1.9% |
| 30D | -1.0% | +3.4% | -4.4% | -2.1% |
| 3M | -8.1% | +7.0% | -15.1% | -10.3% |
| 6M | -8.3% | +34.6% | -42.9% | -17.3% |
| YTD | -6.1% | +34.0% | -40.1% | -15.7% |
| 1Y | -7.4% | +35.9% | -43.3% | -17.4% |
| 3Y | +65.4% | +85.5% | -20.0% | +27.7% |
| 5Y | +57.6% | +87.8% | -30.1% | +18.7% |
| 10Y | +61.4% | +199.7% | -138.3% | -8.3% |
| All | +61.4% | +202.5% | -141.1% | -8.3% |
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