-26.3%
LOW vs MET
+25.8%
-52.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -10.4% | +11.6% | -22.0% | -13.6% |
| 6M | -19.4% | +40.8% | -60.2% | -28.4% |
| YTD | -17.1% | +25.7% | -42.8% | -24.7% |
| 1Y | -26.3% | +24.4% | -50.6% | -33.5% |
| All | -26.3% | +25.8% | -52.1% | -33.5% |
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 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