+67.0%
MAR vs MET
+64.3%
+2.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | -4.7% | -1.4% | -3.3% | -4.0% |
| 3M | -15.6% | +12.5% | -28.1% | -21.3% |
| 6M | +1.2% | +37.1% | -35.9% | -15.9% |
| YTD | +7.5% | +23.8% | -16.3% | -5.7% |
| 1Y | +26.6% | +24.1% | +2.5% | +10.5% |
| All | +67.0% | +64.3% | +2.7% | +25.6% |
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