-11.4%
TLT vs MET
+202.5%
-213.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | +4.1% | +3.4% | +0.7% | +4.7% |
| 3M | -0.4% | +7.0% | -7.3% | +0.7% |
| 6M | -3.2% | +34.6% | -37.8% | +1.5% |
| YTD | -3.5% | +34.0% | -37.5% | +1.2% |
| 1Y | -5.8% | +35.9% | -41.8% | -1.0% |
| 3Y | +4.6% | +85.5% | -80.9% | +17.3% |
| 5Y | -34.4% | +87.8% | -122.1% | -25.1% |
| 10Y | -11.4% | +199.7% | -211.1% | +22.2% |
| All | -11.4% | +202.5% | -213.9% | +22.2% |
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