+162.2%
W vs MET
+245.0%
-82.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +5.9% | -0.8% | +6.7% | +6.4% |
| 30D | -3.0% | -1.4% | -1.7% | -2.2% |
| 3M | +40.3% | +12.5% | +27.8% | +28.0% |
| 6M | +32.2% | +37.1% | -4.9% | +4.9% |
| YTD | -0.3% | +23.8% | -24.1% | -15.0% |
| 1Y | +16.2% | +24.1% | -8.0% | -1.5% |
| 3Y | +40.7% | +65.2% | -24.5% | +0.3% |
| 5Y | -62.3% | +82.3% | -144.6% | -74.2% |
| 10Y | +162.2% | +241.6% | -79.4% | -3.4% |
| All | +162.2% | +245.0% | -82.8% | -3.4% |
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