+86.4%
MET vs APD
+27.6%
+58.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | +1.2% | -2.2% | +3.4% | +2.0% |
| 30D | +1.4% | +2.1% | -0.7% | +0.6% |
| 3M | +17.7% | +7.2% | +10.5% | +14.5% |
| 6M | +35.0% | +11.2% | +23.7% | +29.0% |
| YTD | +26.3% | +24.4% | +1.9% | +15.3% |
| 1Y | +22.8% | +6.7% | +16.2% | +18.8% |
| 3Y | +65.9% | +9.2% | +56.7% | +57.4% |
| All | +86.4% | +27.6% | +58.8% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling