+1,282.6%
MET vs RGEN
+2,596.1%
-1,313.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.0% |
| 7D | +1.8% | -2.4% | +4.2% | +2.0% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | +6.2% | +6.6% | -0.4% | +5.1% |
| 6M | +33.8% | +40.9% | -7.1% | +28.1% |
| YTD | +33.3% | +6.2% | +27.1% | +31.2% |
| 1Y | +36.3% | +19.4% | +16.9% | +32.4% |
| 3Y | +84.6% | +17.9% | +66.7% | +75.9% |
| 5Y | +87.7% | -34.0% | +121.7% | +84.6% |
| 10Y | +198.0% | +453.9% | -255.9% | +130.4% |
| All | +1,282.6% | +2,596.1% | -1,313.5% | +780.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling