+243.6%
MET vs AG
+288.7%
-45.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.6% | +1.4% |
| 7D | +1.8% | +6.0% | -4.2% | +1.1% |
| 30D | +4.8% | -13.5% | +18.3% | +6.2% |
| 3M | +6.2% | -20.7% | +26.9% | +8.3% |
| 6M | +33.8% | -31.5% | +65.3% | +37.5% |
| YTD | +33.3% | -10.1% | +43.4% | +31.0% |
| 1Y | +36.3% | +26.0% | +10.3% | +28.6% |
| 3Y | +84.6% | +228.9% | -144.3% | +49.3% |
| 5Y | +87.7% | +8.7% | +79.0% | +66.5% |
| 10Y | +198.0% | +71.9% | +126.1% | +121.9% |
| All | +243.6% | +288.7% | -45.1% | +10.1% |
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