+1,209.8%
MET vs ROP
+2,985.8%
-1,776.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | +0.5% |
| 7D | +1.2% | -4.4% | +5.6% | +4.0% |
| 30D | +1.4% | +3.2% | -1.8% | -0.7% |
| 3M | +17.7% | +23.1% | -5.4% | +2.7% |
| 6M | +35.0% | +13.3% | +21.7% | +23.0% |
| YTD | +26.3% | -7.9% | +34.1% | +29.5% |
| 1Y | +22.8% | -22.1% | +44.9% | +39.3% |
| 3Y | +65.9% | -16.8% | +82.7% | +79.7% |
| 5Y | +85.4% | -13.5% | +98.9% | +91.8% |
| 10Y | +253.7% | +137.7% | +116.0% | +93.9% |
| All | +1,209.8% | +2,985.8% | -1,776.0% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling