+166.1%
B vs MET
+75.0%
+91.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +9.6% | -1.2% | +10.8% | +9.9% |
| 30D | +3.5% | +3.2% | +0.3% | +2.7% |
| 3M | -1.6% | -1.1% | -0.5% | -1.4% |
| 6M | -1.7% | +25.0% | -26.7% | -6.8% |
| YTD | -5.3% | +27.9% | -33.2% | -11.2% |
| 1Y | +27.2% | +32.9% | -5.7% | +18.4% |
| 3Y | +166.1% | +78.8% | +87.3% | +107.7% |
| All | +166.1% | +75.0% | +91.1% | +107.7% |
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