+64.9%
MET vs PH
+141.1%
-76.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -2.3% | -10.8% | +8.5% | +2.5% |
| 3M | +13.9% | +8.5% | +5.4% | +9.3% |
| 6M | +34.8% | +3.9% | +30.9% | +31.3% |
| YTD | +23.5% | +9.4% | +14.1% | +17.4% |
| 1Y | +23.4% | +26.8% | -3.4% | +8.9% |
| 3Y | +64.9% | +140.8% | -75.9% | +18.7% |
| All | +64.9% | +141.1% | -76.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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