+1,209.8%
MET vs RL
+2,354.7%
-1,144.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | +1.4% | -7.8% | +9.2% | +5.1% |
| 3M | +17.7% | -4.0% | +21.7% | +19.0% |
| 6M | +35.0% | -1.9% | +36.9% | +33.6% |
| YTD | +26.3% | -0.2% | +26.4% | +23.9% |
| 1Y | +22.8% | +10.7% | +12.1% | +14.3% |
| 3Y | +65.9% | +210.8% | -144.8% | -9.5% |
| 5Y | +85.4% | +238.2% | -152.9% | -8.1% |
| 10Y | +253.7% | +313.4% | -59.7% | +44.1% |
| All | +1,209.8% | +2,354.7% | -1,144.9% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling