-25.6%
TGT vs MET
+82.5%
-108.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.6% |
| 7D | -5.0% | -2.5% | -2.6% | -4.0% |
| 30D | +3.0% | 0.0% | +3.1% | +3.0% |
| 3M | +22.6% | +13.1% | +9.6% | +15.4% |
| 6M | +31.2% | +39.0% | -7.8% | +11.9% |
| YTD | +63.7% | +25.2% | +38.5% | +46.2% |
| 1Y | +78.5% | +25.6% | +52.9% | +58.8% |
| 3Y | +40.5% | +67.1% | -26.6% | +7.3% |
| 5Y | -25.6% | +85.1% | -110.7% | -45.5% |
| All | -25.6% | +82.5% | -108.1% | -45.5% |
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