+887.9%
APP vs MET
+85.6%
+802.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.5% |
| 7D | +4.6% | +4.5% | +0.1% | +2.4% |
| 30D | +56.0% | +3.5% | +52.5% | +52.5% |
| 3M | +30.8% | +5.9% | +24.9% | +26.1% |
| 6M | -9.8% | +33.1% | -42.9% | -25.8% |
| YTD | -39.3% | +33.6% | -72.9% | -50.4% |
| 1Y | -26.4% | +32.7% | -59.1% | -39.7% |
| 3Y | +887.9% | +85.0% | +802.9% | +505.9% |
| All | +887.9% | +85.6% | +802.4% | +505.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling