+10.6%
TMO vs MET
+83.9%
-73.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.6% | -0.5% | -0.2% | -0.5% |
| 30D | +1.1% | +0.5% | +0.6% | +0.9% |
| 3M | +28.3% | +11.6% | +16.7% | +22.6% |
| 6M | +23.3% | +40.8% | -17.5% | +7.4% |
| YTD | +5.5% | +25.7% | -20.2% | -4.3% |
| 1Y | +24.5% | +24.4% | +0.2% | +13.1% |
| 3Y | +19.6% | +67.5% | -47.9% | -4.2% |
| All | +10.6% | +83.9% | -73.3% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling