+24.4%
MET vs RJF
+5.1%
+19.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.5% | -2.7% | +2.2% | +0.8% |
| 30D | +0.5% | -4.3% | +4.8% | +2.5% |
| 3M | +11.6% | +15.7% | -4.1% | +4.6% |
| 6M | +40.8% | +17.8% | +23.0% | +30.3% |
| YTD | +25.7% | +9.2% | +16.5% | +18.2% |
| 1Y | +24.4% | +2.8% | +21.6% | +18.2% |
| All | +24.4% | +5.1% | +19.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling