+68.4%
T vs MET
+245.0%
-176.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | +4.6% | -1.4% | +6.0% | +5.0% |
| 3M | +12.2% | +12.5% | -0.3% | +7.7% |
| 6M | -6.5% | +37.1% | -43.5% | -16.4% |
| YTD | +4.9% | +23.8% | -18.9% | -3.1% |
| 1Y | -10.5% | +24.1% | -34.6% | -17.7% |
| 3Y | +104.6% | +65.2% | +39.4% | +64.9% |
| 5Y | +64.2% | +82.3% | -18.1% | +24.9% |
| 10Y | +68.4% | +241.6% | -173.1% | -5.5% |
| All | +68.4% | +245.0% | -176.6% | -5.5% |
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