+25.5%
MET vs ADVB
-97.5%
+123.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -1.5% |
| 7D | -1.2% | -13.9% | +12.7% | -1.1% |
| 30D | +3.2% | -68.1% | +71.3% | +4.0% |
| 3M | -1.1% | -73.4% | +72.3% | -0.3% |
| 6M | +25.0% | -70.8% | +95.8% | +24.7% |
| YTD | +27.9% | -66.1% | +94.0% | +26.6% |
| 1Y | +32.9% | -77.5% | +110.4% | +33.3% |
| All | +25.5% | -97.5% | +123.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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