+92.2%
MET vs COMP
-56.6%
+148.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.2% | +5.1% | -2.4% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | +3.3% | -0.8% | +4.0% | +3.2% |
| 3M | +4.2% | -28.1% | +32.4% | +6.6% |
| 6M | +27.3% | +27.0% | +0.3% | +24.0% |
| YTD | +29.8% | -12.8% | +42.6% | +29.3% |
| 1Y | +30.2% | +4.9% | +25.3% | +27.9% |
| 3Y | +77.6% | +321.0% | -243.4% | +53.1% |
| 5Y | +82.3% | -25.6% | +107.9% | +69.8% |
| All | +92.2% | -56.6% | +148.8% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling