+35.9%
MET vs RL
+19.4%
+16.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | 0.0% | -4.4% | +4.4% | +1.2% |
| 30D | +3.4% | +5.6% | -2.2% | +1.8% |
| 3M | +7.0% | -0.6% | +7.6% | +7.1% |
| 6M | +34.6% | +15.5% | +19.2% | +27.5% |
| YTD | +34.0% | +12.3% | +21.6% | +27.7% |
| 1Y | +35.9% | +19.3% | +16.6% | +26.3% |
| All | +35.9% | +19.4% | +16.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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