+258.8%
MET vs PR
+147.8%
+111.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -2.5% |
| 7D | -0.5% | -16.5% | +16.1% | +1.5% |
| 30D | +3.3% | -4.5% | +7.8% | +3.7% |
| 3M | +4.2% | +8.5% | -4.3% | +3.0% |
| 6M | +27.3% | -3.3% | +30.7% | +27.2% |
| YTD | +29.8% | +55.7% | -25.9% | +22.4% |
| 1Y | +30.2% | +82.0% | -51.8% | +20.5% |
| 3Y | +77.6% | +62.5% | +15.1% | +65.2% |
| 5Y | +82.3% | +223.9% | -141.6% | +54.0% |
| 10Y | +233.0% | +64.2% | +168.8% | +189.2% |
| All | +258.8% | +147.8% | +111.0% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling