+21.7%
MAR vs MET
+33.0%
-11.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.7% |
| 7D | +1.8% | +2.1% | -0.4% | +1.2% |
| 30D | +14.3% | +1.8% | +12.5% | +13.8% |
| 3M | +20.0% | +6.0% | +14.0% | +18.1% |
| 6M | +21.7% | +31.1% | -9.4% | +14.7% |
| All | +21.7% | +33.0% | -11.3% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling