+82.7%
MET vs AUR
-35.1%
+117.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +0.5% | -6.4% | +6.9% | +0.8% |
| 3M | +11.6% | +7.7% | +3.9% | +10.7% |
| 6M | +40.8% | +44.5% | -3.7% | +36.3% |
| YTD | +25.7% | +67.4% | -41.8% | +20.2% |
| 1Y | +24.4% | +15.4% | +8.9% | +21.5% |
| 3Y | +67.5% | +94.8% | -27.4% | +53.8% |
| All | +82.7% | -35.1% | +117.8% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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