+24.0%
MET vs ADVB
-88.3%
+112.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +1.2% | -3.8% | +4.9% | +1.2% |
| 30D | +1.4% | +17.6% | -16.2% | +1.2% |
| 3M | +17.7% | +119.1% | -101.4% | +15.3% |
| 6M | +35.0% | +103.4% | -68.4% | +31.3% |
| YTD | +26.3% | +59.8% | -33.6% | +23.7% |
| 1Y | +22.8% | +8.5% | +14.3% | +21.0% |
| All | +24.0% | -88.3% | +112.3% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling