+2,926.4%
V vs MET
+216.3%
+2,710.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.4% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | +2.0% | +1.4% | +0.5% | +1.4% |
| 3M | +17.4% | +17.7% | -0.3% | +10.9% |
| 6M | +17.5% | +35.0% | -17.5% | +5.9% |
| YTD | +7.6% | +26.3% | -18.7% | -1.0% |
| 1Y | +7.7% | +22.8% | -15.1% | 0.0% |
| 3Y | +54.7% | +65.9% | -11.3% | +28.3% |
| 5Y | +73.0% | +85.4% | -12.3% | +37.1% |
| 10Y | +390.9% | +253.7% | +137.1% | +202.3% |
| All | +2,926.4% | +216.3% | +2,710.1% | +1,477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling