-82.0%
TE vs MET
+85.7%
-167.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.5% | -6.7% |
| 7D | -13.6% | +2.1% | -15.7% | -15.2% |
| 30D | -37.7% | +1.8% | -39.5% | -38.6% |
| 3M | -59.8% | +6.0% | -65.8% | -61.9% |
| 6M | -66.3% | +31.1% | -97.4% | -73.9% |
| YTD | -70.5% | +32.6% | -103.1% | -77.6% |
| 1Y | -48.8% | +30.5% | -79.3% | -60.7% |
| 3Y | +31.3% | +83.6% | -52.2% | -20.3% |
| 5Y | -82.0% | +84.2% | -166.2% | -88.8% |
| All | -82.0% | +85.7% | -167.7% | -88.8% |
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