+86.8%
MET vs COMP
+431.5%
-344.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +3.0% |
| 7D | +1.3% | +14.5% | -13.2% | +0.2% |
| 30D | +4.0% | +14.9% | -10.9% | +2.8% |
| 3M | +4.6% | -14.2% | +18.8% | +5.4% |
| 6M | +32.8% | +23.7% | +9.1% | +29.7% |
| YTD | +32.3% | +2.1% | +30.2% | +29.9% |
| 1Y | +37.1% | +26.2% | +10.9% | +32.6% |
| 3Y | +86.8% | +470.9% | -384.1% | +59.8% |
| All | +86.8% | +431.5% | -344.7% | +59.8% |
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