+247.1%
MET vs AR
-27.2%
+274.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +1.2% | +2.5% | -1.3% | +0.7% |
| 30D | +1.4% | +14.8% | -13.4% | -1.0% |
| 3M | +17.7% | +6.2% | +11.5% | +16.2% |
| 6M | +35.0% | +4.3% | +30.7% | +33.1% |
| YTD | +26.3% | +14.4% | +11.9% | +22.1% |
| 1Y | +22.8% | +21.3% | +1.5% | +17.0% |
| 3Y | +65.9% | +39.8% | +26.1% | +51.2% |
| 5Y | +85.4% | +142.1% | -56.7% | +48.0% |
| 10Y | +253.7% | +52.0% | +201.7% | +147.6% |
| All | +247.1% | -27.2% | +274.4% | +168.6% |
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