-47.3%
C vs MET
+1,317.8%
-1,365.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.7% |
| 7D | -2.4% | -1.2% | -1.2% | -1.5% |
| 30D | -6.0% | +3.2% | -9.2% | -8.4% |
| 3M | -10.5% | -1.1% | -9.4% | -10.0% |
| 6M | -5.7% | +25.0% | -30.7% | -21.5% |
| YTD | +4.1% | +27.9% | -23.7% | -15.0% |
| 1Y | +20.5% | +32.9% | -12.4% | -4.7% |
| 3Y | +208.1% | +78.8% | +129.3% | +91.6% |
| 5Y | +110.4% | +79.6% | +30.9% | +28.5% |
| 10Y | +234.6% | +228.1% | +6.5% | +27.4% |
| All | -47.3% | +1,317.8% | -1,365.1% | -90.1% |
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