+82.0%
MET vs RGEN
-42.7%
+124.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | -2.3% | +2.8% | -5.1% | -2.8% |
| 3M | +13.9% | +34.5% | -20.6% | +8.9% |
| 6M | +34.8% | +40.5% | -5.7% | +27.6% |
| YTD | +23.5% | +2.8% | +20.7% | +21.9% |
| 1Y | +23.4% | +39.6% | -16.2% | +16.3% |
| 3Y | +64.9% | +4.4% | +60.5% | +56.9% |
| 5Y | +82.0% | -42.8% | +124.8% | +63.8% |
| All | +82.0% | -42.7% | +124.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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