+64.9%
MET vs ROP
-18.5%
+83.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.9% |
| 7D | +1.1% | -5.4% | +6.6% | +3.6% |
| 30D | -2.3% | -1.6% | -0.7% | -1.7% |
| 3M | +13.9% | +18.8% | -5.0% | +4.7% |
| 6M | +34.8% | +8.2% | +26.6% | +29.3% |
| YTD | +23.5% | -10.5% | +34.0% | +31.8% |
| 1Y | +23.4% | -23.7% | +47.1% | +45.4% |
| 3Y | +64.9% | -17.9% | +82.7% | +76.6% |
| All | +64.9% | -18.5% | +83.4% | +76.6% |
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