+78.8%
MET vs P
+175.5%
-96.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.7% |
| 7D | -1.2% | -23.8% | +22.6% | +0.5% |
| 30D | +3.2% | -36.6% | +39.8% | +6.1% |
| 3M | -1.1% | +10.9% | -12.0% | -2.7% |
| 6M | +25.0% | +30.0% | -5.0% | +20.6% |
| YTD | +27.9% | +44.4% | -16.5% | +21.5% |
| 1Y | +32.9% | +3.9% | +28.9% | +29.3% |
| 3Y | +78.8% | +176.6% | -97.8% | +53.3% |
| All | +78.8% | +175.5% | -96.7% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling