+25.6%
MET vs NOC
-7.7%
+33.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | 0.0% | -9.4% | +9.4% | +1.6% |
| 3M | +13.1% | -3.8% | +16.9% | +13.7% |
| 6M | +39.0% | -28.8% | +67.7% | +43.9% |
| YTD | +25.2% | -7.9% | +33.1% | +21.6% |
| 1Y | +25.6% | -9.0% | +34.7% | +26.7% |
| All | +25.6% | -7.7% | +33.3% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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