+83.6%
MET vs ROK
+64.0%
+19.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +2.1% | +6.1% | -4.0% | +0.3% |
| 30D | +1.8% | -6.5% | +8.3% | +3.5% |
| 3M | +6.0% | -10.2% | +16.2% | +9.0% |
| 6M | +31.1% | -10.6% | +41.7% | +33.8% |
| YTD | +32.6% | +4.9% | +27.7% | +26.8% |
| 1Y | +30.5% | +3.8% | +26.6% | +25.2% |
| All | +83.6% | +64.0% | +19.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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