+251.5%
MET vs AR
-33.4%
+284.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -1.2% | -14.3% | +13.1% | +1.3% |
| 30D | +3.2% | +1.4% | +1.8% | +2.8% |
| 3M | -1.1% | +3.4% | -4.5% | -2.0% |
| 6M | +25.0% | -2.1% | +27.1% | +24.7% |
| YTD | +27.9% | +4.7% | +23.2% | +25.2% |
| 1Y | +32.9% | +10.6% | +22.3% | +28.6% |
| 3Y | +78.8% | +24.6% | +54.2% | +65.9% |
| 5Y | +79.6% | +71.9% | +7.7% | +51.8% |
| 10Y | +228.1% | +46.4% | +181.7% | +130.9% |
| All | +251.5% | -33.4% | +284.9% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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