+29,699.1%
FIX vs MET
+1,300.1%
+28,398.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +6.0% | +1.2% | +4.9% | +5.5% |
| 30D | -7.2% | +1.4% | -8.7% | -8.0% |
| 3M | -15.9% | +17.7% | -33.5% | -22.1% |
| 6M | +12.7% | +35.0% | -22.3% | -1.4% |
| YTD | +72.8% | +26.3% | +46.5% | +54.7% |
| 1Y | +122.9% | +22.8% | +100.1% | +101.6% |
| 3Y | +774.3% | +65.9% | +708.4% | +598.0% |
| 5Y | +2,049.5% | +85.4% | +1,964.1% | +1,534.1% |
| 10Y | +5,821.5% | +253.7% | +5,567.7% | +3,372.5% |
| All | +29,699.1% | +1,300.1% | +28,398.9% | +8,642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling