+663.3%
TGT vs MET
+1,269.7%
-606.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | -0.6% | +1.1% | -1.8% | -1.0% |
| 30D | +9.5% | -2.3% | +11.8% | +10.3% |
| 3M | +32.3% | +13.9% | +18.4% | +26.7% |
| 6M | +37.0% | +34.8% | +2.2% | +24.4% |
| YTD | +71.0% | +23.5% | +47.5% | +59.3% |
| 1Y | +85.0% | +23.4% | +61.6% | +72.2% |
| 3Y | +46.8% | +64.9% | -18.0% | +24.2% |
| 5Y | -22.7% | +82.0% | -104.8% | -36.9% |
| 10Y | +216.3% | +244.4% | -28.1% | +101.0% |
| All | +663.3% | +1,269.7% | -606.5% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling