+149.4%
MAR vs MET
+83.9%
+65.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.2% |
| 30D | -5.4% | +0.5% | -5.9% | -5.8% |
| 3M | -15.5% | +11.6% | -27.1% | -21.2% |
| 6M | +3.0% | +40.8% | -37.8% | -16.8% |
| YTD | +8.5% | +25.7% | -17.1% | -6.4% |
| 1Y | +26.0% | +24.4% | +1.6% | +9.0% |
| 3Y | +68.6% | +67.5% | +1.1% | +19.2% |
| All | +149.4% | +83.9% | +65.5% | +62.9% |
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