-49.3%
TE vs MET
+83.9%
-133.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -5.9% | +0.5% | -6.4% | -6.5% |
| 3M | -45.6% | +11.6% | -57.2% | -51.4% |
| 6M | -43.4% | +40.8% | -84.1% | -58.8% |
| YTD | -31.0% | +25.7% | -56.6% | -44.8% |
| 1Y | +145.2% | +24.4% | +120.8% | +97.5% |
| 3Y | -24.1% | +67.5% | -91.5% | -50.1% |
| All | -49.3% | +83.9% | -133.2% | -67.8% |
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