+64.9%
MET vs APA
+9.3%
+55.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | +1.1% | -1.7% | +2.8% | +1.4% |
| 30D | -2.3% | +15.7% | -18.1% | -5.0% |
| 3M | +13.9% | +16.5% | -2.6% | +10.2% |
| 6M | +34.8% | +35.1% | -0.3% | +24.4% |
| YTD | +23.5% | +82.2% | -58.7% | +5.6% |
| 1Y | +23.4% | +102.5% | -79.1% | +1.6% |
| 3Y | +64.9% | +10.3% | +54.6% | +48.7% |
| All | +64.9% | +9.3% | +55.5% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling