+78.8%
MET vs COMP
+353.8%
-275.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.7% | -12.2% | -2.3% |
| 7D | -1.2% | +13.4% | -14.6% | -2.1% |
| 30D | +3.2% | +11.1% | -7.9% | +2.3% |
| 3M | -1.1% | -18.8% | +17.7% | +0.1% |
| 6M | +25.0% | +10.5% | +14.5% | +23.2% |
| YTD | +27.9% | -3.4% | +31.3% | +26.1% |
| 1Y | +32.9% | +19.7% | +13.2% | +29.0% |
| 3Y | +78.8% | +381.6% | -302.8% | +54.8% |
| All | +78.8% | +353.8% | -275.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling