+78.8%
MET vs RL
+240.1%
-161.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -1.2% | -4.2% | +3.0% | 0.0% |
| 30D | +3.2% | +4.3% | -1.1% | +2.0% |
| 3M | -1.1% | -4.6% | +3.5% | 0.0% |
| 6M | +25.0% | +1.7% | +23.3% | +23.4% |
| YTD | +27.9% | +7.3% | +20.5% | +23.8% |
| 1Y | +32.9% | +20.8% | +12.1% | +24.3% |
| 3Y | +78.8% | +247.0% | -168.2% | +39.7% |
| All | +78.8% | +240.1% | -161.3% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling