+291.3%
IR vs MET
+191.6%
+99.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.3% |
| 7D | -2.8% | +1.2% | -4.0% | -3.6% |
| 30D | -15.1% | +1.4% | -16.5% | -16.1% |
| 3M | +6.1% | +17.7% | -11.6% | -5.0% |
| 6M | -16.8% | +35.0% | -51.8% | -31.8% |
| YTD | -3.5% | +26.3% | -29.8% | -17.9% |
| 1Y | -3.5% | +22.8% | -26.3% | -16.6% |
| 3Y | +9.5% | +65.9% | -56.5% | -23.2% |
| 5Y | +45.1% | +85.4% | -40.3% | -6.3% |
| All | +291.3% | +191.6% | +99.7% | +79.5% |
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