+165.5%
B vs MET
+85.6%
+80.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -7.3% | +4.5% | -11.8% | -8.3% |
| 30D | -3.3% | +3.5% | -6.9% | -4.2% |
| 3M | -7.8% | +5.9% | -13.7% | -9.1% |
| 6M | -15.5% | +33.1% | -48.6% | -21.1% |
| YTD | -12.3% | +33.6% | -45.8% | -18.5% |
| 1Y | +5.4% | +32.7% | -27.3% | -2.1% |
| 3Y | +165.5% | +85.0% | +80.5% | +112.3% |
| All | +165.5% | +85.6% | +80.0% | +112.3% |
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 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