+1,835.2%
TER vs MET
+244.4%
+1,590.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.4% |
| 7D | +11.0% | +1.1% | +9.8% | +10.1% |
| 30D | -1.9% | -2.3% | +0.4% | -0.9% |
| 3M | -0.7% | +13.9% | -14.5% | -8.9% |
| 6M | +36.4% | +34.8% | +1.6% | +13.5% |
| YTD | +92.4% | +23.5% | +68.9% | +67.5% |
| 1Y | +213.5% | +23.4% | +190.1% | +172.6% |
| 3Y | +277.2% | +64.9% | +212.4% | +176.4% |
| 5Y | +219.1% | +82.0% | +137.1% | +120.2% |
| All | +1,835.2% | +244.4% | +1,590.8% | +778.4% |
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