-1.4%
LOW vs MET
+35.0%
-36.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +6.6% |
| 7D | +15.6% | +3.9% | +11.7% | +14.0% |
| 30D | +28.6% | +6.8% | +21.8% | +25.7% |
| 3M | +5.8% | +7.7% | -1.8% | +3.0% |
| 6M | +3.8% | +32.9% | -29.1% | -6.6% |
| YTD | -2.8% | +33.9% | -36.7% | -14.5% |
| 1Y | -1.4% | +33.0% | -34.4% | -13.2% |
| All | -1.4% | +35.0% | -36.4% | -13.2% |
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