+1,209.8%
MET vs ROL
+6,098.9%
-4,889.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +1.2% | -1.4% | +2.6% | +1.8% |
| 30D | +1.4% | -4.1% | +5.5% | +3.3% |
| 3M | +17.7% | -22.5% | +40.2% | +32.3% |
| 6M | +35.0% | -37.7% | +72.7% | +68.2% |
| YTD | +26.3% | -39.6% | +65.9% | +59.0% |
| 1Y | +22.8% | -36.0% | +58.8% | +49.7% |
| 3Y | +65.9% | -5.1% | +71.1% | +61.9% |
| 5Y | +85.4% | -3.4% | +88.7% | +72.3% |
| 10Y | +253.7% | +215.2% | +38.5% | +63.3% |
| All | +1,209.8% | +6,098.9% | -4,889.1% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling