+24.1%
MET vs RL
+9.8%
+14.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -1.4% | -17.5% | +16.1% | +3.7% |
| 3M | +12.5% | -14.0% | +26.5% | +16.5% |
| 6M | +37.1% | -2.0% | +39.1% | +35.1% |
| YTD | +23.8% | -4.6% | +28.4% | +23.9% |
| 1Y | +24.1% | +9.5% | +14.6% | +21.3% |
| All | +24.1% | +9.8% | +14.3% | +21.3% |
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