+25.6%
MET vs ROP
-24.5%
+50.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -2.5% | -8.0% | +5.5% | -0.6% |
| 30D | 0.0% | -2.7% | +2.7% | +0.6% |
| 3M | +13.1% | +16.6% | -3.5% | +8.9% |
| 6M | +39.0% | +10.4% | +28.6% | +35.4% |
| YTD | +25.2% | -12.1% | +37.3% | +30.2% |
| 1Y | +25.6% | -23.6% | +49.3% | +36.7% |
| All | +25.6% | -24.5% | +50.2% | +36.7% |
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