+82.7%
MET vs RNG
-68.4%
+151.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -0.5% | -6.1% | +5.6% | +0.2% |
| 30D | +0.5% | +9.6% | -9.1% | -0.6% |
| 3M | +11.6% | +83.3% | -71.7% | +3.6% |
| 6M | +40.8% | +77.9% | -37.2% | +30.1% |
| YTD | +25.7% | +139.9% | -114.3% | +11.1% |
| 1Y | +24.4% | +121.7% | -97.3% | +10.7% |
| 3Y | +67.5% | +121.9% | -54.4% | +45.2% |
| All | +82.7% | -68.4% | +151.1% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling