+199.5%
MET vs RUN
-34.8%
+234.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.0% | -0.5% |
| 7D | +2.1% | -13.7% | +15.8% | +3.4% |
| 30D | +1.8% | +9.4% | -7.6% | +0.6% |
| 3M | +6.0% | -13.4% | +19.4% | +6.8% |
| 6M | +31.1% | -39.6% | +70.7% | +35.7% |
| YTD | +32.6% | -53.7% | +86.3% | +38.7% |
| 1Y | +30.5% | -56.2% | +86.6% | +36.9% |
| 3Y | +83.6% | -9.7% | +93.3% | +56.2% |
| 5Y | +84.2% | -85.5% | +169.7% | +84.8% |
| 10Y | +196.6% | +66.7% | +129.8% | +90.6% |
| All | +199.5% | -34.8% | +234.3% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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