-3.5%
IR vs MET
+24.0%
-27.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | -2.8% | +1.2% | -4.0% | -3.4% |
| 30D | -15.1% | +1.4% | -16.5% | -15.8% |
| 3M | +6.1% | +17.7% | -11.6% | -1.9% |
| 6M | -16.8% | +35.0% | -51.8% | -28.9% |
| YTD | -3.5% | +26.3% | -29.8% | -15.6% |
| 1Y | -3.5% | +22.8% | -26.3% | -15.2% |
| All | -3.5% | +24.0% | -27.5% | -15.2% |
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