+289.6%
B vs MET
+1,300.1%
-1,010.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.6% | +1.2% | -2.7% | -1.7% |
| 30D | +9.4% | +1.4% | +8.0% | +9.3% |
| 3M | +5.0% | +17.7% | -12.7% | +3.7% |
| 6M | -3.5% | +35.0% | -38.5% | -5.7% |
| YTD | +4.5% | +26.3% | -21.8% | +2.5% |
| 1Y | +67.8% | +22.8% | +45.0% | +65.0% |
| 3Y | +196.7% | +65.9% | +130.8% | +184.8% |
| 5Y | +151.9% | +85.4% | +66.6% | +139.2% |
| 10Y | +202.2% | +253.7% | -51.5% | +167.5% |
| All | +289.6% | +1,300.1% | -1,010.5% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling