+3,479.9%
MAR vs MET
+1,369.7%
+2,110.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.6% |
| 7D | +1.8% | +2.1% | -0.4% | +0.8% |
| 30D | +14.3% | +1.8% | +12.5% | +13.3% |
| 3M | +20.0% | +6.0% | +14.0% | +16.7% |
| 6M | +21.7% | +31.1% | -9.4% | +7.5% |
| YTD | +37.7% | +32.6% | +5.1% | +20.8% |
| 1Y | +46.8% | +30.5% | +16.3% | +29.7% |
| 3Y | +121.0% | +83.6% | +37.5% | +67.1% |
| 5Y | +183.1% | +84.2% | +98.9% | +113.0% |
| 10Y | +532.4% | +196.6% | +335.9% | +277.8% |
| All | +3,479.9% | +1,369.7% | +2,110.2% | +988.4% |
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