+1,226.3%
MET vs ALL
+1,935.7%
-709.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | +2.1% |
| 7D | -1.2% | -1.9% | +0.8% | +0.3% |
| 30D | +3.2% | +13.8% | -10.6% | -7.2% |
| 3M | -1.1% | -7.0% | +5.9% | +4.2% |
| 6M | +25.0% | +18.0% | +7.0% | +7.4% |
| YTD | +27.9% | +24.2% | +3.7% | +4.1% |
| 1Y | +32.9% | +31.2% | +1.7% | +3.3% |
| 3Y | +78.8% | +107.5% | -28.7% | -8.5% |
| 5Y | +79.6% | +144.8% | -65.2% | -24.5% |
| 10Y | +228.1% | +375.8% | -147.7% | -22.8% |
| All | +1,226.3% | +1,935.7% | -709.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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