+131.2%
TLT vs MET
+622.5%
-491.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | 0.0% |
| 7D | -0.4% | +1.2% | -1.6% | -0.3% |
| 30D | -0.6% | +1.4% | -2.0% | -0.4% |
| 3M | -2.7% | +17.7% | -20.4% | -0.8% |
| 6M | -5.6% | +35.0% | -40.6% | -2.1% |
| YTD | -2.8% | +26.3% | -29.1% | +0.2% |
| 1Y | -1.4% | +22.8% | -24.3% | +1.3% |
| 3Y | -1.6% | +65.9% | -67.5% | +5.6% |
| 5Y | -33.8% | +85.4% | -119.2% | -27.2% |
| 10Y | -21.1% | +253.7% | -274.9% | -2.1% |
| All | +131.2% | +622.5% | -491.3% | +252.6% |
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