+386.4%
V vs MET
+244.4%
+142.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.7% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | +1.9% | -2.3% | +4.2% | +3.0% |
| 3M | +15.5% | +13.9% | +1.7% | +8.7% |
| 6M | +16.6% | +34.8% | -18.2% | +1.5% |
| YTD | +5.7% | +23.5% | -17.8% | -4.5% |
| 1Y | +8.6% | +23.4% | -14.8% | -2.1% |
| 3Y | +52.5% | +64.9% | -12.4% | +18.2% |
| 5Y | +67.1% | +82.0% | -14.9% | +21.8% |
| All | +386.4% | +244.4% | +142.1% | +143.9% |
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 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