+1,209.8%
MET vs A
+173.3%
+1,036.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | +1.4% | +6.9% | -5.5% | -1.4% |
| 3M | +17.7% | +9.2% | +8.5% | +13.1% |
| 6M | +35.0% | +25.7% | +9.3% | +21.8% |
| YTD | +26.3% | +11.5% | +14.7% | +19.0% |
| 1Y | +22.8% | +18.4% | +4.5% | +12.6% |
| 3Y | +65.9% | +26.6% | +39.3% | +45.1% |
| 5Y | +85.4% | -12.8% | +98.2% | +82.5% |
| 10Y | +253.7% | +247.2% | +6.5% | +107.8% |
| All | +1,209.8% | +173.3% | +1,036.5% | +445.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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