+1,209.8%
MET vs APD
+1,927.9%
-718.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.0% |
| 7D | +1.2% | -2.2% | +3.4% | +2.7% |
| 30D | +1.4% | +2.1% | -0.7% | -0.1% |
| 3M | +17.7% | +7.2% | +10.5% | +11.4% |
| 6M | +35.0% | +11.2% | +23.7% | +23.7% |
| YTD | +26.3% | +24.4% | +1.9% | +6.5% |
| 1Y | +22.8% | +6.7% | +16.2% | +13.6% |
| 3Y | +65.9% | +9.2% | +56.7% | +43.0% |
| 5Y | +85.4% | +27.4% | +58.0% | +38.1% |
| 10Y | +253.7% | +164.8% | +88.9% | +49.6% |
| All | +1,209.8% | +1,927.9% | -718.1% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling