+85.6%
MET vs APA
+40.8%
+44.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.1% |
| 7D | 0.0% | +5.1% | -5.0% | -0.8% |
| 30D | +3.4% | +0.3% | +3.1% | +3.0% |
| 3M | +7.0% | +15.6% | -8.7% | +3.7% |
| 6M | +34.6% | +28.9% | +5.7% | +27.3% |
| YTD | +34.0% | +96.6% | -62.6% | +12.6% |
| 1Y | +35.9% | +95.5% | -59.6% | +14.1% |
| All | +85.6% | +40.8% | +44.7% | +57.0% |
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