+233.2%
MET vs P
+485.4%
-252.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | +1.2% | +6.5% | -5.4% | 0.0% |
| 30D | +1.4% | +18.8% | -17.4% | -2.2% |
| 3M | +17.7% | +26.7% | -9.1% | +11.2% |
| 6M | +35.0% | +62.2% | -27.2% | +20.3% |
| YTD | +26.3% | +48.5% | -22.2% | +13.6% |
| 1Y | +22.8% | +26.4% | -3.6% | +11.9% |
| 3Y | +65.9% | +159.4% | -93.5% | +20.7% |
| 5Y | +85.4% | +275.8% | -190.4% | +19.1% |
| 10Y | +253.7% | +732.0% | -478.3% | +79.3% |
| All | +233.2% | +485.4% | -252.2% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling