+78.9%
MET vs REPL
-35.6%
+114.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -1.5% |
| 7D | -1.2% | +22.8% | -23.9% | -1.2% |
| 30D | +3.2% | +63.8% | -60.6% | +3.1% |
| 3M | -1.1% | +68.1% | -69.2% | -1.2% |
| 6M | +25.0% | +528.5% | -503.5% | +24.3% |
| YTD | +27.9% | +122.4% | -94.6% | +27.6% |
| 1Y | +32.9% | +154.4% | -121.5% | +32.4% |
| 3Y | +78.8% | +68.0% | +10.8% | +71.8% |
| All | +78.9% | -35.6% | +114.5% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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