+64.6%
MET vs NOC
+28.8%
+35.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +1.1% | -2.7% | +3.8% | +1.6% |
| 30D | -2.3% | -8.9% | +6.5% | -0.9% |
| 3M | +13.9% | -3.7% | +17.6% | +14.4% |
| 6M | +34.8% | -30.8% | +65.6% | +41.6% |
| YTD | +23.5% | -7.9% | +31.5% | +23.8% |
| 1Y | +23.4% | -9.4% | +32.8% | +24.0% |
| All | +64.6% | +28.8% | +35.9% | +54.5% |
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