+1,226.3%
MET vs RF
+256.4%
+970.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | +3.2% | +6.0% | -2.8% | +0.3% |
| 3M | -1.1% | -8.9% | +7.8% | +3.4% |
| 6M | +25.0% | +2.3% | +22.7% | +23.4% |
| YTD | +27.9% | +7.6% | +20.3% | +23.0% |
| 1Y | +32.9% | +21.2% | +11.7% | +20.6% |
| 3Y | +78.8% | +108.5% | -29.7% | +23.3% |
| 5Y | +79.6% | +43.2% | +36.3% | +45.2% |
| 10Y | +228.1% | +288.1% | -60.0% | +63.0% |
| All | +1,226.3% | +256.4% | +970.0% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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