+1,209.8%
MET vs ROK
+4,692.1%
-3,482.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.4% |
| 7D | +1.2% | +0.7% | +0.5% | +0.8% |
| 30D | +1.4% | -3.3% | +4.7% | +3.2% |
| 3M | +17.7% | -5.9% | +23.6% | +20.1% |
| 6M | +35.0% | +13.9% | +21.1% | +22.4% |
| YTD | +26.3% | +12.6% | +13.7% | +14.7% |
| 1Y | +22.8% | +28.6% | -5.8% | +2.7% |
| 3Y | +65.9% | +45.1% | +20.8% | +22.6% |
| 5Y | +85.4% | +45.6% | +39.8% | +29.9% |
| 10Y | +253.7% | +345.0% | -91.3% | +20.9% |
| All | +1,209.8% | +4,692.1% | -3,482.3% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling