-3.6%
COST vs MET
+24.0%
-27.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | -2.8% | +1.4% | -4.2% | -2.9% |
| 3M | -5.7% | +17.7% | -23.4% | -6.5% |
| 6M | -8.8% | +35.0% | -43.8% | -9.9% |
| YTD | +6.7% | +26.3% | -19.6% | +5.7% |
| 1Y | -3.6% | +22.8% | -26.5% | -4.1% |
| All | -3.6% | +24.0% | -27.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling