+197.6%
MET vs CAPR
-99.1%
+296.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.1% | -1.5% |
| 7D | -1.2% | +41.1% | -42.2% | -1.7% |
| 30D | +3.2% | +11.1% | -7.9% | +3.0% |
| 3M | -1.1% | +115.3% | -116.4% | -2.6% |
| 6M | +25.0% | -73.8% | +98.9% | +26.0% |
| YTD | +27.9% | -68.8% | +96.7% | +28.3% |
| 1Y | +32.9% | +43.3% | -10.4% | +26.1% |
| 3Y | +78.8% | +214.7% | -135.9% | +64.1% |
| 5Y | +79.6% | +141.3% | -61.7% | +63.9% |
| 10Y | +228.1% | -67.0% | +295.1% | +186.7% |
| All | +197.6% | -99.1% | +296.7% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling