+1,173.1%
MCD vs MET
+1,300.1%
-127.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | -6.0% | +1.4% | -7.4% | -6.3% |
| 3M | -5.6% | +17.7% | -23.3% | -8.6% |
| 6M | -21.9% | +35.0% | -56.8% | -26.4% |
| YTD | -14.7% | +26.3% | -41.0% | -18.8% |
| 1Y | -17.3% | +22.8% | -40.1% | -20.9% |
| 3Y | -2.2% | +65.9% | -68.1% | -12.8% |
| 5Y | +20.3% | +85.4% | -65.1% | +4.0% |
| 10Y | +180.7% | +253.7% | -73.0% | +108.1% |
| All | +1,173.1% | +1,300.1% | -127.0% | +648.7% |
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 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