+45.8%
F vs MET
+84.2%
-38.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.3% |
| 7D | -3.9% | +2.1% | -6.0% | -5.0% |
| 30D | -0.5% | +1.8% | -2.3% | -1.5% |
| 3M | -12.9% | +6.0% | -18.9% | -15.7% |
| 6M | +1.5% | +31.1% | -29.6% | -13.3% |
| YTD | -5.0% | +32.6% | -37.6% | -19.8% |
| 1Y | -7.3% | +30.5% | -37.8% | -21.1% |
| All | +45.8% | +84.2% | -38.3% | -7.1% |
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 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