-2.3%
MDB vs MET
+69.5%
-71.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.3% |
| 7D | -17.4% | +1.2% | -18.6% | -18.0% |
| 30D | -2.0% | +1.4% | -3.4% | -3.1% |
| 3M | -3.0% | +17.7% | -20.7% | -11.8% |
| 6M | +48.7% | +35.0% | +13.7% | +24.3% |
| YTD | -12.1% | +26.3% | -38.4% | -23.7% |
| 1Y | +14.5% | +22.8% | -8.3% | +0.6% |
| All | -2.3% | +69.5% | -71.8% | -31.2% |
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