-7.5%
IR vs MET
+23.2%
-30.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.6% |
| 30D | -15.0% | -1.4% | -13.7% | -14.6% |
| 3M | -0.4% | +12.5% | -12.9% | -6.2% |
| 6M | -15.0% | +37.1% | -52.1% | -28.4% |
| YTD | -7.1% | +23.8% | -30.8% | -18.4% |
| 1Y | -7.5% | +24.1% | -31.7% | -19.0% |
| All | -7.5% | +23.2% | -30.8% | -19.0% |
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 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