+48.7%
MDB vs MET
+36.0%
+12.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.1% |
| 7D | -17.4% | +1.2% | -18.6% | -17.1% |
| 30D | -2.0% | +1.4% | -3.4% | -1.9% |
| 3M | -3.0% | +17.7% | -20.7% | -5.0% |
| 6M | +48.7% | +35.0% | +13.7% | +40.1% |
| All | +48.7% | +36.0% | +12.7% | +40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling