+1,885.7%
LOW vs MET
+1,300.1%
+585.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -7.0% | +1.4% | -8.5% | -7.6% |
| 3M | -0.9% | +17.7% | -18.6% | -6.5% |
| 6M | -20.1% | +35.0% | -55.1% | -28.1% |
| YTD | -13.9% | +26.3% | -40.2% | -20.9% |
| 1Y | -21.1% | +22.8% | -44.0% | -27.0% |
| 3Y | -6.6% | +65.9% | -72.6% | -23.0% |
| 5Y | +9.4% | +85.4% | -76.0% | -14.2% |
| 10Y | +220.5% | +253.7% | -33.2% | +94.9% |
| All | +1,885.7% | +1,300.1% | +585.6% | +518.1% |
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