+68.7%
MET vs AUR
-35.0%
+103.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.8% | +11.1% | -11.9% | -1.4% |
| 30D | -1.4% | -6.9% | +5.5% | -1.1% |
| 3M | +12.5% | +5.5% | +7.0% | +11.7% |
| 6M | +37.1% | +41.0% | -3.9% | +32.9% |
| YTD | +23.8% | +69.3% | -45.5% | +18.4% |
| 1Y | +24.1% | +14.0% | +10.1% | +21.4% |
| 3Y | +65.2% | +90.1% | -24.9% | +51.9% |
| 5Y | +82.3% | -34.4% | +116.7% | +57.9% |
| All | +68.7% | -35.0% | +103.7% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling