+78.9%
MET vs MOD
+748.9%
-670.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -2.3% |
| 7D | -1.2% | -25.5% | +24.4% | +2.5% |
| 30D | +3.2% | -49.0% | +52.2% | +13.0% |
| 3M | -1.1% | -49.8% | +48.7% | +8.0% |
| 6M | +25.0% | -64.8% | +89.8% | +42.1% |
| YTD | +27.9% | -27.6% | +55.5% | +25.6% |
| 1Y | +32.9% | -35.2% | +68.1% | +32.1% |
| 3Y | +78.8% | +137.1% | -58.3% | +21.8% |
| All | +78.9% | +748.9% | -670.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 5y: compounded portfolio wealth divided by compounded MOD 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…
5y analysis · Full analysis span regression · 6 months rolling