-38.4%
U vs MET
+197.6%
-236.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | 0.0% | -2.5% | +2.4% | +1.4% |
| 30D | -4.1% | 0.0% | -4.1% | -4.2% |
| 3M | +57.8% | +13.1% | +44.7% | +46.9% |
| 6M | +103.5% | +39.0% | +64.5% | +67.4% |
| YTD | -4.8% | +25.2% | -29.9% | -16.9% |
| 1Y | -2.4% | +25.6% | -28.0% | -15.2% |
| 3Y | +11.7% | +67.1% | -55.4% | -16.3% |
| 5Y | -68.9% | +85.1% | -154.0% | -76.0% |
| All | -38.4% | +197.6% | -236.1% | -40.4% |
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