+7.8%
LOW vs MET
+82.9%
-75.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | -8.1% | +12.5% | -20.6% | -12.4% |
| 6M | -19.8% | +37.1% | -56.8% | -29.3% |
| YTD | -16.4% | +23.8% | -40.2% | -23.6% |
| 1Y | -24.7% | +24.1% | -48.8% | -31.4% |
| 3Y | -8.8% | +65.2% | -74.0% | -27.5% |
| 5Y | +7.8% | +82.3% | -74.5% | -17.1% |
| All | +7.8% | +82.9% | -75.1% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling