+42.4%
ICE vs MET
+63.9%
-21.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | +5.0% | -2.3% | +7.3% | +5.7% |
| 3M | +13.9% | +13.9% | 0.0% | +9.4% |
| 6M | -4.4% | +34.8% | -39.2% | -12.8% |
| YTD | -1.9% | +23.5% | -25.5% | -8.3% |
| 1Y | -8.1% | +23.4% | -31.5% | -14.1% |
| All | +42.4% | +63.9% | -21.5% | +17.8% |
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