+1,209.8%
MET vs M
+126.9%
+1,082.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.5% |
| 7D | +1.2% | +4.7% | -3.6% | -0.5% |
| 30D | +1.4% | -9.6% | +11.1% | +4.9% |
| 3M | +17.7% | +0.9% | +16.8% | +16.3% |
| 6M | +35.0% | +22.3% | +12.7% | +24.0% |
| YTD | +26.3% | +6.5% | +19.8% | +21.1% |
| 1Y | +22.8% | +38.8% | -15.9% | +6.4% |
| 3Y | +65.9% | +115.9% | -50.0% | +11.3% |
| 5Y | +85.4% | +28.6% | +56.7% | +31.4% |
| 10Y | +253.7% | -2.5% | +256.2% | +109.4% |
| All | +1,209.8% | +126.9% | +1,082.9% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling