+484.0%
V vs MET
+197.3%
+286.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +0.9% | +4.5% | -3.5% | -1.1% |
| 30D | +9.0% | +3.5% | +5.4% | +7.2% |
| 3M | +16.7% | +5.9% | +10.8% | +13.5% |
| 6M | +33.4% | +33.1% | +0.4% | +16.6% |
| YTD | +22.4% | +33.6% | -11.2% | +6.4% |
| 1Y | +27.7% | +32.7% | -5.0% | +11.3% |
| 3Y | +78.0% | +85.0% | -7.1% | +30.5% |
| 5Y | +108.5% | +85.6% | +22.9% | +50.2% |
| All | +484.0% | +197.3% | +286.7% | +200.8% |
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