+198.4%
MET vs REPL
+35.1%
+163.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -1.7% |
| 7D | -1.2% | +22.8% | -23.9% | -1.8% |
| 30D | +3.2% | +63.8% | -60.6% | +1.6% |
| 3M | -1.1% | +68.1% | -69.2% | -2.8% |
| 6M | +25.0% | +528.5% | -503.5% | +14.3% |
| YTD | +27.9% | +122.4% | -94.6% | +18.9% |
| 1Y | +32.9% | +154.4% | -121.5% | +22.6% |
| 3Y | +78.8% | +68.0% | +10.8% | +45.3% |
| 5Y | +79.6% | -35.4% | +114.9% | +58.1% |
| All | +198.4% | +35.1% | +163.3% | +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