+455.4%
V vs MET
+201.0%
+254.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +0.8% | +1.8% | -1.0% | 0.0% |
| 30D | +9.9% | +4.8% | +5.1% | +7.5% |
| 3M | +17.5% | +6.2% | +11.3% | +14.2% |
| 6M | +33.5% | +33.8% | -0.4% | +16.4% |
| YTD | +21.6% | +33.3% | -11.7% | +5.8% |
| 1Y | +27.6% | +36.3% | -8.8% | +9.8% |
| 3Y | +76.4% | +84.6% | -8.2% | +29.6% |
| 5Y | +103.8% | +87.7% | +16.2% | +46.2% |
| All | +455.4% | +201.0% | +254.4% | +189.4% |
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