+25.4%
TMO vs MET
+35.0%
-9.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | +0.3% | +3.9% | -3.6% | -0.8% |
| 30D | +4.3% | +6.8% | -2.5% | +2.2% |
| 3M | +25.1% | +7.7% | +17.5% | +22.1% |
| 6M | +52.9% | +32.9% | +20.0% | +36.5% |
| YTD | +22.2% | +33.9% | -11.7% | +7.1% |
| 1Y | +25.4% | +33.0% | -7.6% | +9.9% |
| All | +25.4% | +35.0% | -9.6% | +9.9% |
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