+78.8%
MET vs ALK
+16.0%
+62.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -1.2% | +9.0% | -10.2% | -3.1% |
| 30D | +3.2% | -1.6% | +4.8% | +3.3% |
| 3M | -1.1% | -23.2% | +22.1% | +4.2% |
| 6M | +25.0% | -3.9% | +28.9% | +23.7% |
| YTD | +27.9% | -22.6% | +50.5% | +31.8% |
| 1Y | +32.9% | -5.3% | +38.2% | +29.7% |
| 3Y | +78.8% | +18.6% | +60.2% | +71.1% |
| All | +78.8% | +16.0% | +62.8% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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