+1,209.8%
MET vs RVTY
+443.3%
+766.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.2% | +1.1% | 0.0% | +0.7% |
| 30D | +1.4% | +13.2% | -11.8% | -3.3% |
| 3M | +17.7% | +27.2% | -9.6% | +6.7% |
| 6M | +35.0% | +32.4% | +2.6% | +19.7% |
| YTD | +26.3% | +34.9% | -8.6% | +10.6% |
| 1Y | +22.8% | +52.4% | -29.5% | +2.1% |
| 3Y | +65.9% | +12.3% | +53.7% | +49.2% |
| 5Y | +85.4% | -30.8% | +116.2% | +93.9% |
| 10Y | +253.7% | +150.7% | +103.0% | +116.2% |
| All | +1,209.8% | +443.3% | +766.5% | +450.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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