+51.6%
MET vs BOXX
+18.5%
+33.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -0.5% | +0.1% | -0.5% | -0.4% |
| 30D | +0.5% | +0.3% | +0.2% | +0.8% |
| 3M | +11.6% | +1.0% | +10.6% | +12.9% |
| 6M | +40.8% | +1.9% | +38.8% | +44.5% |
| YTD | +25.7% | +2.7% | +23.0% | +30.6% |
| 1Y | +24.4% | +4.0% | +20.3% | +32.6% |
| 3Y | +67.5% | +14.7% | +52.8% | +160.0% |
| All | +51.6% | +18.5% | +33.1% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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