+1,226.3%
MET vs M
+129.1%
+1,097.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | +0.1% |
| 7D | -1.2% | -4.3% | +3.1% | +0.2% |
| 30D | +3.2% | +1.3% | +1.9% | +2.5% |
| 3M | -1.1% | -7.4% | +6.3% | +0.8% |
| 6M | +25.0% | +18.3% | +6.7% | +15.6% |
| YTD | +27.9% | +7.6% | +20.3% | +21.4% |
| 1Y | +32.9% | +17.4% | +15.5% | +21.9% |
| 3Y | +78.8% | +108.4% | -29.6% | +21.1% |
| 5Y | +79.6% | -10.6% | +90.2% | +48.5% |
| 10Y | +228.1% | -3.2% | +231.3% | +94.3% |
| All | +1,226.3% | +129.1% | +1,097.2% | +285.7% |
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