+30.5%
MET vs CAPR
+65.7%
-35.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.7% | -1.0% |
| 7D | +2.1% | +19.1% | -16.9% | +2.1% |
| 30D | +1.8% | +48.8% | -47.0% | +1.7% |
| 3M | +6.0% | +144.4% | -138.4% | +5.6% |
| 6M | +31.1% | -67.5% | +98.6% | +31.3% |
| YTD | +32.6% | -64.5% | +97.1% | +32.6% |
| 1Y | +30.5% | +74.4% | -44.0% | +28.5% |
| All | +30.5% | +65.7% | -35.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling