+32.7%
MET vs ROL
-31.8%
+64.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.3% |
| 7D | +4.5% | +3.0% | +1.5% | +3.9% |
| 30D | +3.5% | +19.8% | -16.2% | +0.5% |
| 3M | +5.9% | +7.9% | -2.0% | +4.6% |
| 6M | +33.1% | -25.6% | +58.7% | +41.3% |
| YTD | +33.6% | -34.1% | +67.7% | +44.4% |
| 1Y | +32.7% | -31.4% | +64.1% | +41.5% |
| All | +32.7% | -31.8% | +64.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling