+85.0%
MET vs NOC
+24.7%
+60.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +4.5% | +4.8% | -0.4% | +3.6% |
| 30D | +3.5% | +11.0% | -7.5% | +1.7% |
| 3M | +5.9% | -3.8% | +9.7% | +6.4% |
| 6M | +33.1% | +0.6% | +32.4% | +32.5% |
| YTD | +33.6% | -2.3% | +35.9% | +32.2% |
| 1Y | +32.7% | +0.3% | +32.4% | +30.7% |
| 3Y | +85.0% | +24.6% | +60.4% | +70.7% |
| All | +85.0% | +24.7% | +60.3% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling