+78.9%
MET vs PL
+20.8%
+58.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.4% | -11.9% | -2.2% |
| 7D | -1.2% | -6.8% | +5.7% | -0.8% |
| 30D | +3.2% | -29.3% | +32.5% | +5.4% |
| 3M | -1.1% | -44.8% | +43.7% | +2.5% |
| 6M | +25.0% | -68.4% | +93.4% | +33.5% |
| YTD | +27.9% | -36.4% | +64.2% | +27.2% |
| 1Y | +32.9% | +0.7% | +32.2% | +26.2% |
| 3Y | +78.8% | +455.3% | -376.5% | +36.7% |
| All | +78.9% | +20.8% | +58.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling