+33.0%
MET vs ROP
+10.4%
+22.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.3% |
| 7D | +3.9% | +11.7% | -7.8% | +1.4% |
| 30D | +6.8% | +35.5% | -28.6% | -0.3% |
| 3M | +7.7% | +25.6% | -18.0% | +2.1% |
| 6M | +32.9% | +39.3% | -6.3% | +23.1% |
| YTD | +33.9% | +11.6% | +22.2% | +33.6% |
| 1Y | +33.0% | +10.6% | +22.4% | +33.8% |
| All | +33.0% | +10.4% | +22.6% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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