-26.3%
U vs MET
+216.9%
-243.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | +24.4% | +1.8% | +22.6% | +22.7% |
| 30D | +7.4% | +4.8% | +2.6% | +4.0% |
| 3M | +16.8% | +6.2% | +10.6% | +12.2% |
| 6M | +78.8% | +33.8% | +45.0% | +49.8% |
| YTD | +14.0% | +33.3% | -19.3% | -4.6% |
| 1Y | +16.7% | +36.3% | -19.6% | -3.8% |
| 3Y | +86.4% | +84.6% | +1.8% | +31.6% |
| 5Y | -71.5% | +87.7% | -159.1% | -79.1% |
| All | -26.3% | +216.9% | -243.3% | -31.5% |
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 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