+412.3%
MET vs AMCR
+97.2%
+315.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.2% |
| 7D | -0.8% | -6.3% | +5.5% | +1.6% |
| 30D | -1.4% | -7.1% | +5.8% | +1.2% |
| 3M | +12.5% | +12.7% | -0.2% | +7.1% |
| 6M | +37.1% | +5.2% | +31.9% | +33.1% |
| YTD | +23.8% | +8.1% | +15.7% | +18.3% |
| 1Y | +24.1% | +11.7% | +12.4% | +16.8% |
| 3Y | +65.2% | +9.9% | +55.3% | +54.2% |
| 5Y | +82.3% | -8.7% | +90.9% | +81.6% |
| 10Y | +241.6% | +16.8% | +224.8% | +197.4% |
| All | +412.3% | +97.2% | +315.1% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling