+70.0%
MET vs ROL
+7.0%
+62.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.2% | -1.4% | +2.6% | +1.5% |
| 30D | +1.4% | -4.1% | +5.5% | +2.3% |
| 3M | +17.7% | -22.5% | +40.2% | +24.4% |
| 6M | +35.0% | -37.7% | +72.7% | +50.0% |
| YTD | +26.3% | -39.6% | +65.9% | +41.0% |
| 1Y | +22.8% | -36.0% | +58.8% | +35.1% |
| All | +70.0% | +7.0% | +62.9% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling