+237.4%
MET vs P
+469.1%
-231.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.1% |
| 7D | -1.2% | -23.8% | +22.6% | +3.1% |
| 30D | +3.2% | -36.6% | +39.8% | +10.7% |
| 3M | -1.1% | +10.9% | -12.0% | -4.8% |
| 6M | +25.0% | +30.0% | -5.0% | +14.9% |
| YTD | +27.9% | +44.4% | -16.5% | +14.0% |
| 1Y | +32.9% | +3.9% | +28.9% | +24.5% |
| 3Y | +78.8% | +176.6% | -97.8% | +26.3% |
| 5Y | +79.6% | +249.3% | -169.7% | +15.6% |
| 10Y | +228.1% | +726.9% | -498.8% | +64.6% |
| All | +237.4% | +469.1% | -231.8% | +69.8% |
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