-53.1%
TEAM vs MET
+82.9%
-136.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | +17.0% | -1.4% | +18.4% | +17.9% |
| 3M | +85.9% | +12.5% | +73.4% | +72.8% |
| 6M | +116.7% | +37.1% | +79.6% | +78.9% |
| YTD | +9.6% | +23.8% | -14.2% | -4.2% |
| 1Y | -2.5% | +24.1% | -26.7% | -15.1% |
| 3Y | -14.0% | +65.2% | -79.2% | -35.5% |
| 5Y | -53.1% | +82.3% | -135.3% | -65.8% |
| All | -53.1% | +82.9% | -136.0% | -65.8% |
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