-9.1%
LOW vs MET
+64.3%
-73.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.6% | -0.8% | +0.1% | -0.4% |
| 30D | -9.3% | -1.4% | -7.9% | -8.9% |
| 3M | -8.1% | +12.5% | -20.6% | -12.2% |
| 6M | -19.8% | +37.1% | -56.8% | -28.8% |
| YTD | -16.4% | +23.8% | -40.2% | -23.3% |
| 1Y | -24.7% | +24.1% | -48.8% | -31.2% |
| All | -9.1% | +64.3% | -73.3% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling