+1,209.8%
MET vs NOC
+3,453.8%
-2,244.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.3% |
| 7D | +1.2% | -5.2% | +6.3% | +4.1% |
| 30D | +1.4% | -7.2% | +8.6% | +5.4% |
| 3M | +17.7% | -5.1% | +22.8% | +20.4% |
| 6M | +35.0% | -31.1% | +66.1% | +63.3% |
| YTD | +26.3% | -8.6% | +34.9% | +29.6% |
| 1Y | +22.8% | -9.7% | +32.5% | +26.5% |
| 3Y | +65.9% | +24.3% | +41.7% | +36.5% |
| 5Y | +85.4% | +52.6% | +32.7% | +28.0% |
| 10Y | +253.7% | +183.6% | +70.1% | +60.9% |
| All | +1,209.8% | +3,453.8% | -2,244.0% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling