+36.3%
MET vs M
+26.3%
+10.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | +1.8% | +5.0% | -3.3% | +0.8% |
| 30D | +4.8% | +10.6% | -5.8% | +2.9% |
| 3M | +6.2% | +1.6% | +4.6% | +5.8% |
| 6M | +33.8% | +30.8% | +3.0% | +24.8% |
| YTD | +33.3% | +16.9% | +16.4% | +28.0% |
| 1Y | +36.3% | +26.3% | +10.1% | +28.2% |
| All | +36.3% | +26.3% | +10.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling