+193.9%
MET vs CAPR
-99.1%
+293.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +1.2% | -2.0% | +3.1% | +1.2% |
| 30D | +1.4% | +139.2% | -137.8% | -0.1% |
| 3M | +17.7% | -66.4% | +84.1% | +18.3% |
| 6M | +35.0% | -63.1% | +98.1% | +35.4% |
| YTD | +26.3% | -67.4% | +93.7% | +26.8% |
| 1Y | +22.8% | +58.2% | -35.4% | +16.4% |
| 3Y | +65.9% | +42.2% | +23.7% | +54.3% |
| 5Y | +85.4% | +87.3% | -1.9% | +70.0% |
| 10Y | +253.7% | -75.3% | +329.0% | +209.9% |
| All | +193.9% | -99.1% | +293.0% | +151.8% |
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