+6.5%
FIX vs MET
+27.0%
-20.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.5% |
| 7D | -17.5% | -1.2% | -16.3% | -17.3% |
| 30D | -41.6% | +3.2% | -44.8% | -41.3% |
| 3M | -40.6% | -1.1% | -39.5% | -40.2% |
| 6M | -49.4% | +25.0% | -74.4% | -51.6% |
| YTD | +9.2% | +27.9% | -18.7% | +0.5% |
| 1Y | +6.5% | +32.9% | -26.4% | -5.4% |
| All | +6.5% | +27.0% | -20.5% | -5.4% |
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