+24.4%
MET vs OMC
+7.0%
+17.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -0.5% | -4.4% | +3.9% | +0.4% |
| 30D | +0.5% | -7.6% | +8.1% | +2.1% |
| 3M | +11.6% | +4.5% | +7.1% | +10.2% |
| 6M | +40.8% | -0.3% | +41.0% | +39.9% |
| YTD | +25.7% | -0.1% | +25.8% | +26.2% |
| 1Y | +24.4% | +4.6% | +19.7% | +23.4% |
| All | +24.4% | +7.0% | +17.3% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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