+10.5%
MCD vs MET
+75.0%
-64.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.3% |
| 7D | +7.1% | -1.2% | +8.3% | +7.3% |
| 30D | +19.8% | +3.2% | +16.6% | +19.3% |
| 3M | +0.8% | -1.1% | +1.9% | +1.0% |
| 6M | -1.3% | +25.0% | -26.3% | -4.1% |
| YTD | -7.8% | +27.9% | -35.6% | -10.8% |
| 1Y | -5.0% | +32.9% | -37.8% | -8.5% |
| 3Y | +10.5% | +78.8% | -68.2% | +1.1% |
| All | +10.5% | +75.0% | -64.4% | +1.1% |
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