+66.1%
T vs MET
+82.8%
-16.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -1.5% | +1.1% | -2.7% | -1.8% |
| 30D | +7.6% | -2.3% | +9.9% | +8.2% |
| 3M | +15.3% | +13.9% | +1.4% | +11.8% |
| 6M | -8.5% | +34.8% | -43.3% | -14.8% |
| YTD | +6.8% | +23.5% | -16.8% | +1.3% |
| 1Y | -7.2% | +23.4% | -30.6% | -12.2% |
| 3Y | +108.2% | +64.9% | +43.4% | +76.8% |
| 5Y | +66.1% | +82.0% | -16.0% | +34.0% |
| All | +66.1% | +82.8% | -16.7% | +34.0% |
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 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