+1,209.8%
MET vs RGEN
+2,497.2%
-1,287.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +1.2% | -4.9% | +6.1% | +1.7% |
| 30D | +1.4% | +5.7% | -4.3% | +0.7% |
| 3M | +17.7% | +32.4% | -14.7% | +13.8% |
| 6M | +35.0% | +33.2% | +1.8% | +30.1% |
| YTD | +26.3% | +2.3% | +24.0% | +25.0% |
| 1Y | +22.8% | +39.0% | -16.2% | +17.4% |
| 3Y | +65.9% | -4.6% | +70.6% | +61.5% |
| 5Y | +85.4% | -42.7% | +128.0% | +85.1% |
| 10Y | +253.7% | +433.6% | -179.9% | +175.0% |
| All | +1,209.8% | +2,497.2% | -1,287.4% | +739.4% |
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