+86.8%
MET vs COO
-23.3%
+110.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +2.8% |
| 7D | +1.3% | +4.3% | -3.0% | +0.3% |
| 30D | +4.0% | +17.6% | -13.6% | -0.1% |
| 3M | +4.6% | -13.9% | +18.5% | +8.5% |
| 6M | +32.8% | +6.6% | +26.3% | +29.0% |
| YTD | +32.3% | -22.0% | +54.3% | +40.6% |
| 1Y | +37.1% | -8.8% | +45.9% | +39.5% |
| 3Y | +86.8% | -21.5% | +108.3% | +91.0% |
| All | +86.8% | -23.3% | +110.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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