+920.8%
MDB vs MET
+164.4%
+756.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.2% | +3.4% |
| 7D | -0.9% | +1.3% | -2.2% | -1.4% |
| 30D | -15.2% | +4.0% | -19.2% | -16.5% |
| 3M | -17.9% | +4.6% | -22.5% | -19.3% |
| 6M | +9.3% | +32.8% | -23.5% | -1.9% |
| YTD | -22.0% | +32.3% | -54.3% | -30.1% |
| 1Y | -9.3% | +37.1% | -46.5% | -19.9% |
| 3Y | -10.4% | +86.8% | -97.2% | -28.8% |
| 5Y | -43.2% | +87.4% | -130.6% | -54.8% |
| All | +920.8% | +164.4% | +756.4% | +545.5% |
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