+86.8%
MET vs APD
+27.3%
+59.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.9% |
| 7D | +1.3% | -1.6% | +2.9% | +1.8% |
| 30D | +4.0% | +10.6% | -6.6% | +1.2% |
| 3M | +4.6% | +2.5% | +2.1% | +3.9% |
| 6M | +32.8% | +6.0% | +26.8% | +30.5% |
| YTD | +32.3% | +28.4% | +3.9% | +22.2% |
| 1Y | +37.1% | +22.2% | +15.0% | +28.4% |
| 3Y | +86.8% | +26.6% | +60.3% | +78.3% |
| All | +86.8% | +27.3% | +59.6% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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