+2,736.8%
MAR vs MET
+1,300.1%
+1,436.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.8% |
| 7D | -4.2% | +1.2% | -5.3% | -4.7% |
| 30D | -6.7% | +1.4% | -8.1% | -7.3% |
| 3M | -12.5% | +17.7% | -30.2% | -18.8% |
| 6M | +0.6% | +35.0% | -34.4% | -12.1% |
| YTD | +9.1% | +26.3% | -17.2% | -2.1% |
| 1Y | +26.2% | +22.8% | +3.4% | +14.5% |
| 3Y | +68.2% | +65.9% | +2.2% | +32.9% |
| 5Y | +163.9% | +85.4% | +78.6% | +98.1% |
| 10Y | +420.6% | +253.7% | +166.8% | +190.4% |
| All | +2,736.8% | +1,300.1% | +1,436.7% | +782.3% |
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