+229.6%
MET vs AG
+294.5%
-64.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | -1.2% | +6.3% | -7.5% | -1.8% |
| 30D | +3.2% | -8.9% | +12.2% | +4.1% |
| 3M | -1.1% | -12.2% | +11.1% | -0.3% |
| 6M | +25.0% | -28.3% | +53.3% | +27.9% |
| YTD | +27.9% | -8.8% | +36.7% | +25.5% |
| 1Y | +32.9% | +39.4% | -6.5% | +23.9% |
| 3Y | +78.8% | +229.4% | -150.6% | +44.6% |
| 5Y | +79.6% | +14.5% | +65.0% | +58.3% |
| 10Y | +228.1% | +82.7% | +145.4% | +141.9% |
| All | +229.6% | +294.5% | -64.8% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling