+66.8%
MET vs RVMD
+536.1%
-469.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | -2.5% | -3.6% | +1.1% | -2.2% |
| 30D | 0.0% | -1.1% | +1.0% | 0.0% |
| 3M | +13.1% | +41.0% | -28.0% | +9.8% |
| 6M | +39.0% | +105.7% | -66.7% | +29.8% |
| YTD | +25.2% | +155.3% | -130.1% | +13.5% |
| 1Y | +25.6% | +402.7% | -377.1% | +4.3% |
| All | +66.8% | +536.1% | -469.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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