+78.9%
MET vs PR
+225.0%
-146.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -1.2% | -16.4% | +15.2% | +2.2% |
| 30D | +3.2% | -1.9% | +5.1% | +3.3% |
| 3M | -1.1% | +8.0% | -9.1% | -3.2% |
| 6M | +25.0% | +4.1% | +20.9% | +22.9% |
| YTD | +27.9% | +58.7% | -30.8% | +14.1% |
| 1Y | +32.9% | +75.8% | -43.0% | +15.8% |
| 3Y | +78.8% | +73.2% | +5.6% | +53.2% |
| All | +78.9% | +225.0% | -146.1% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling