+51.0%
MET vs BOXX
+18.4%
+32.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.4% |
| 30D | 0.0% | +0.3% | -0.3% | +0.3% |
| 3M | +13.1% | +1.0% | +12.1% | +14.3% |
| 6M | +39.0% | +1.9% | +37.1% | +42.7% |
| YTD | +25.2% | +2.6% | +22.6% | +30.0% |
| 1Y | +25.6% | +4.0% | +21.6% | +33.9% |
| 3Y | +67.1% | +14.6% | +52.5% | +159.6% |
| All | +51.0% | +18.4% | +32.6% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling