+66.8%
MET vs OMC
+11.1%
+55.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.6% |
| 7D | -2.5% | -6.2% | +3.8% | -0.3% |
| 30D | 0.0% | -7.6% | +7.5% | +2.6% |
| 3M | +13.1% | +7.4% | +5.7% | +9.5% |
| 6M | +39.0% | +0.1% | +38.8% | +37.8% |
| YTD | +25.2% | +0.4% | +24.8% | +23.8% |
| 1Y | +25.6% | +7.8% | +17.9% | +19.7% |
| All | +66.8% | +11.1% | +55.8% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling