+580.0%
XYZ vs MET
+247.1%
+332.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -1.8% |
| 7D | +2.9% | +1.1% | +1.7% | +2.1% |
| 30D | +1.4% | -2.3% | +3.7% | +3.0% |
| 3M | +14.6% | +13.9% | +0.7% | +4.7% |
| 6M | +20.8% | +34.8% | -14.0% | -1.1% |
| YTD | +23.1% | +23.5% | -0.5% | +6.0% |
| 1Y | +5.6% | +23.4% | -17.8% | -9.2% |
| 3Y | +50.9% | +64.9% | -14.0% | +7.1% |
| 5Y | -68.6% | +82.0% | -150.6% | -78.3% |
| 10Y | +580.0% | +244.4% | +335.6% | +215.3% |
| All | +580.0% | +247.1% | +332.9% | +215.3% |
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