+82.7%
MET vs RRX
+17.8%
+64.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.6% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | +0.5% | -6.1% | +6.6% | +2.1% |
| 3M | +11.6% | -23.1% | +34.7% | +17.6% |
| 6M | +40.8% | -19.5% | +60.3% | +44.3% |
| YTD | +25.7% | +16.1% | +9.6% | +13.1% |
| 1Y | +24.4% | +12.9% | +11.4% | +12.2% |
| 3Y | +67.5% | +7.9% | +59.5% | +46.8% |
| All | +82.7% | +17.8% | +64.9% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling