+83.5%
MET vs PL
+84.9%
-1.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | +1.2% | -9.3% | +10.5% | +1.8% |
| 30D | +1.4% | -18.9% | +20.3% | +2.8% |
| 3M | +17.7% | -58.4% | +76.1% | +24.2% |
| 6M | +35.0% | -30.3% | +65.3% | +35.3% |
| YTD | +26.3% | -8.1% | +34.4% | +22.9% |
| 1Y | +22.8% | +180.5% | -157.7% | +6.7% |
| 3Y | +65.9% | +444.1% | -378.2% | +27.5% |
| 5Y | +85.4% | +83.0% | +2.3% | +44.1% |
| All | +83.5% | +84.9% | -1.4% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling