+325.3%
IR vs MET
+195.3%
+130.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.3% |
| 7D | +3.7% | -1.2% | +4.8% | +4.4% |
| 30D | +7.4% | +3.2% | +4.2% | +5.1% |
| 3M | -5.9% | -1.1% | -4.8% | -5.6% |
| 6M | +5.6% | +25.0% | -19.5% | -9.3% |
| YTD | +4.8% | +27.9% | -23.0% | -11.6% |
| 1Y | +6.9% | +32.9% | -25.9% | -12.1% |
| 3Y | +27.6% | +78.8% | -51.2% | -14.8% |
| 5Y | +45.8% | +79.6% | -33.8% | -3.8% |
| All | +325.3% | +195.3% | +130.0% | +93.1% |
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