+185.3%
MET vs RUN
-31.9%
+217.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | +1.4% | -15.3% | +16.7% | +2.7% |
| 3M | +17.7% | -40.0% | +57.7% | +22.6% |
| 6M | +35.0% | -27.0% | +61.9% | +37.2% |
| YTD | +26.3% | -51.7% | +78.0% | +32.2% |
| 1Y | +22.8% | -45.9% | +68.7% | +26.1% |
| 3Y | +65.9% | -43.8% | +109.7% | +50.1% |
| 5Y | +85.4% | -80.5% | +165.8% | +78.6% |
| 10Y | +253.7% | +45.3% | +208.4% | +130.1% |
| All | +185.3% | -31.9% | +217.2% | +88.1% |
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