+84.6%
MET vs ROP
-5.2%
+89.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +4.8% | +30.3% | -25.5% | -6.0% |
| 3M | +6.2% | +17.8% | -11.6% | -0.8% |
| 6M | +33.8% | +38.9% | -5.1% | +15.6% |
| YTD | +33.3% | +7.6% | +25.7% | +31.5% |
| 1Y | +36.3% | +6.5% | +29.8% | +35.3% |
| 3Y | +84.6% | -6.3% | +90.9% | +99.8% |
| All | +84.6% | -5.2% | +89.8% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling