+220.0%
MET vs AMC
-98.1%
+318.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -6.0% | -1.8% |
| 7D | +1.2% | +2.3% | -1.2% | +1.1% |
| 30D | +1.4% | -0.7% | +2.2% | +1.4% |
| 3M | +17.7% | +35.2% | -17.5% | +16.0% |
| 6M | +35.0% | +124.6% | -89.6% | +30.6% |
| YTD | +26.3% | +69.9% | -43.6% | +23.1% |
| 1Y | +22.8% | -2.6% | +25.4% | +21.7% |
| 3Y | +65.9% | -79.8% | +145.7% | +68.4% |
| 5Y | +85.4% | -99.4% | +184.8% | +101.0% |
| 10Y | +253.7% | -98.9% | +352.6% | +246.7% |
| All | +220.0% | -98.1% | +318.0% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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