+66.8%
MET vs MCO
+40.3%
+26.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.8% |
| 7D | -2.5% | -7.3% | +4.9% | +0.9% |
| 30D | 0.0% | -1.7% | +1.7% | +0.7% |
| 3M | +13.1% | +3.9% | +9.1% | +10.5% |
| 6M | +39.0% | +3.8% | +35.2% | +35.6% |
| YTD | +25.2% | -7.9% | +33.1% | +29.1% |
| 1Y | +25.6% | -6.8% | +32.5% | +28.2% |
| All | +66.8% | +40.3% | +26.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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