+26.2%
MAR vs MET
+24.0%
+2.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.8% |
| 7D | -4.2% | +1.2% | -5.3% | -4.6% |
| 30D | -6.7% | +1.4% | -8.1% | -7.3% |
| 3M | -12.5% | +17.7% | -30.2% | -19.1% |
| 6M | +0.6% | +35.0% | -34.4% | -13.7% |
| YTD | +9.1% | +26.3% | -17.2% | -4.1% |
| 1Y | +26.2% | +22.8% | +3.4% | +11.8% |
| All | +26.2% | +24.0% | +2.2% | +11.8% |
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