+1,272.2%
MET vs ROL
+6,596.8%
-5,324.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.5% |
| 7D | +1.3% | +7.5% | -6.2% | -2.2% |
| 30D | +4.0% | +21.1% | -17.1% | -5.4% |
| 3M | +4.6% | +3.1% | +1.5% | +2.4% |
| 6M | +32.8% | -27.4% | +60.2% | +52.9% |
| YTD | +32.3% | -34.7% | +67.0% | +59.4% |
| 1Y | +37.1% | -32.9% | +70.1% | +62.9% |
| 3Y | +86.8% | +6.1% | +80.7% | +72.2% |
| 5Y | +87.4% | +16.3% | +71.0% | +58.9% |
| 10Y | +209.9% | +214.9% | -5.0% | +43.2% |
| All | +1,272.2% | +6,596.8% | -5,324.6% | +114.0% |
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 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