-1.1%
MET vs P
+15.4%
-16.5%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.5% |
| 7D | -1.2% | -23.8% | +22.6% | -1.3% |
| 30D | +3.2% | -36.6% | +39.8% | +3.0% |
| 3M | -1.1% | +10.9% | -12.0% | -1.1% |
| All | -1.1% | +15.4% | -16.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3mo: compounded portfolio wealth divided by compounded P 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…
3mo analysis · Full analysis span regression · Available span rolling