+67.3%
MET vs PR
+73.2%
-5.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +1.2% | +2.9% | -1.8% | +0.5% |
| 30D | +1.4% | +18.0% | -16.6% | -2.7% |
| 3M | +17.7% | +16.9% | +0.8% | +12.8% |
| 6M | +35.0% | +28.2% | +6.8% | +25.0% |
| YTD | +26.3% | +69.3% | -43.0% | +7.5% |
| 1Y | +22.8% | +69.5% | -46.7% | +4.1% |
| All | +67.3% | +73.2% | -5.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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