+194.7%
MET vs REPL
-6.0%
+200.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | +1.2% | -3.0% | +4.1% | +1.2% |
| 30D | +1.4% | +27.1% | -25.7% | +0.6% |
| 3M | +17.7% | +52.4% | -34.7% | +14.7% |
| 6M | +35.0% | +107.4% | -72.5% | +25.6% |
| YTD | +26.3% | +54.7% | -28.5% | +18.9% |
| 1Y | +22.8% | +158.9% | -136.0% | +9.9% |
| 3Y | +65.9% | -23.7% | +89.7% | +43.5% |
| 5Y | +85.4% | -54.3% | +139.7% | +64.7% |
| All | +194.7% | -6.0% | +200.7% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling