+86.8%
MET vs GD
+58.6%
+28.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.4% |
| 7D | +1.3% | -3.0% | +4.4% | +2.7% |
| 30D | +4.0% | +9.3% | -5.3% | -0.3% |
| 3M | +4.6% | -7.2% | +11.8% | +8.1% |
| 6M | +32.8% | +5.5% | +27.4% | +29.0% |
| YTD | +32.3% | +9.5% | +22.8% | +25.1% |
| 1Y | +37.1% | +6.4% | +30.7% | +31.7% |
| 3Y | +86.8% | +59.8% | +27.0% | +45.3% |
| All | +86.8% | +58.6% | +28.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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