+1,289.4%
MET vs ROL
+6,584.6%
-5,295.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | 0.0% | +0.8% | -0.7% | -0.3% |
| 30D | +3.4% | +20.6% | -17.2% | -5.8% |
| 3M | +7.0% | +4.5% | +2.5% | +4.0% |
| 6M | +34.6% | -26.5% | +61.2% | +54.1% |
| YTD | +34.0% | -34.8% | +68.8% | +61.6% |
| 1Y | +35.9% | -33.2% | +69.1% | +61.8% |
| 3Y | +85.5% | +4.5% | +81.0% | +72.3% |
| 5Y | +87.8% | +15.5% | +72.2% | +59.8% |
| 10Y | +199.7% | +217.2% | -17.5% | +37.9% |
| All | +1,289.4% | +6,584.6% | -5,295.3% | +116.8% |
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