-5.8%
TLT vs MET
+36.6%
-42.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | +4.1% | +3.4% | +0.7% | +4.0% |
| 3M | -0.4% | +7.0% | -7.3% | -0.5% |
| 6M | -3.2% | +34.6% | -37.8% | -3.7% |
| YTD | -3.5% | +34.0% | -37.5% | -4.7% |
| 1Y | -5.8% | +35.9% | -41.8% | -7.1% |
| All | -5.8% | +36.6% | -42.4% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling