+86.4%
MET vs PR
+433.6%
-347.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +17.7% | +16.9% | +0.8% | +13.5% |
| 6M | +35.0% | +28.2% | +6.8% | +26.9% |
| YTD | +26.3% | +69.3% | -43.0% | +11.5% |
| 1Y | +22.8% | +69.5% | -46.7% | +8.0% |
| 3Y | +65.9% | +81.7% | -15.8% | +40.8% |
| All | +86.4% | +433.6% | -347.2% | +16.9% |
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