+82.7%
MET vs AMCR
-12.3%
+95.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | -0.5% | -6.3% | +5.8% | +2.0% |
| 30D | +0.5% | -7.8% | +8.3% | +3.6% |
| 3M | +11.6% | +7.5% | +4.1% | +7.7% |
| 6M | +40.8% | +2.7% | +38.1% | +37.7% |
| YTD | +25.7% | +6.0% | +19.6% | +20.3% |
| 1Y | +24.4% | +7.8% | +16.6% | +17.8% |
| 3Y | +67.5% | +5.8% | +61.7% | +55.4% |
| All | +82.7% | -12.3% | +95.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling