+224.0%
MET vs AMC
-97.7%
+321.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -1.2% | +2.6% | -3.8% | -1.3% |
| 30D | +3.2% | +9.0% | -5.8% | +2.9% |
| 3M | -1.1% | +22.2% | -23.3% | -1.9% |
| 6M | +25.0% | +91.5% | -66.4% | +21.6% |
| YTD | +27.9% | +101.3% | -73.4% | +23.8% |
| 1Y | +32.9% | +20.8% | +12.1% | +30.7% |
| 3Y | +78.8% | -71.3% | +150.1% | +80.2% |
| 5Y | +79.6% | -99.2% | +178.8% | +93.3% |
| 10Y | +228.1% | -98.7% | +326.8% | +221.8% |
| All | +224.0% | -97.7% | +321.7% | +175.5% |
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