+30.5%
MET vs RL
+17.3%
+13.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +2.1% | +2.4% | -0.2% | +1.4% |
| 30D | +1.8% | +4.6% | -2.8% | +0.5% |
| 3M | +6.0% | -1.1% | +7.1% | +6.3% |
| 6M | +31.1% | +16.5% | +14.6% | +23.8% |
| YTD | +32.6% | +11.4% | +21.2% | +26.8% |
| 1Y | +30.5% | +16.1% | +14.4% | +22.4% |
| All | +30.5% | +17.3% | +13.2% | +22.4% |
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