+64.9%
MET vs AG
+272.3%
-207.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | +1.1% | +4.5% | -3.3% | +0.9% |
| 30D | -2.3% | +12.9% | -15.2% | -2.9% |
| 3M | +13.9% | +20.9% | -7.1% | +12.6% |
| 6M | +34.8% | -19.5% | +54.3% | +35.6% |
| YTD | +23.5% | +24.8% | -1.3% | +20.2% |
| 1Y | +23.4% | +120.2% | -96.8% | +14.8% |
| 3Y | +64.9% | +279.0% | -214.1% | +42.5% |
| All | +64.9% | +272.3% | -207.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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