+14.4%
FIX vs MET
+35.0%
-20.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.2% | -17.3% | -15.1% |
| 7D | -18.9% | +3.9% | -22.8% | -19.1% |
| 30D | -36.3% | +6.8% | -43.1% | -36.3% |
| 3M | -38.5% | +7.7% | -46.2% | -38.5% |
| 6M | -42.3% | +32.9% | -75.2% | -45.6% |
| YTD | +17.1% | +33.9% | -16.8% | +7.2% |
| 1Y | +14.4% | +33.0% | -18.6% | +4.1% |
| All | +14.4% | +35.0% | -20.6% | +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