-53.4%
TE vs MET
+130.7%
-184.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.9% | -7.1% |
| 7D | +0.9% | -2.5% | +3.4% | +1.7% |
| 30D | -16.3% | 0.0% | -16.2% | -16.3% |
| 3M | -40.8% | +13.1% | -53.8% | -43.9% |
| 6M | -42.6% | +39.0% | -81.6% | -49.9% |
| YTD | -31.4% | +25.2% | -56.6% | -37.7% |
| 1Y | +144.9% | +25.6% | +119.3% | +122.3% |
| 3Y | -26.0% | +67.1% | -93.1% | -36.5% |
| 5Y | -48.5% | +85.1% | -133.6% | -56.0% |
| All | -53.4% | +130.7% | -184.1% | -60.2% |
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