+2,105.4%
FIX vs MET
+85.3%
+2,020.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.8% |
| 7D | +6.0% | +1.2% | +4.9% | +5.2% |
| 30D | -7.2% | +1.4% | -8.7% | -8.2% |
| 3M | -15.9% | +17.7% | -33.5% | -24.7% |
| 6M | +12.7% | +35.0% | -22.3% | -7.6% |
| YTD | +72.8% | +26.3% | +46.5% | +46.5% |
| 1Y | +122.9% | +22.8% | +100.1% | +91.7% |
| 3Y | +774.3% | +65.9% | +708.4% | +517.2% |
| All | +2,105.4% | +85.3% | +2,020.1% | +1,331.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling