+91.1%
MET vs S
-56.8%
+147.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.2% | -7.7% | +8.9% | +1.7% |
| 30D | +1.4% | -5.3% | +6.7% | +1.7% |
| 3M | +17.7% | +20.3% | -2.6% | +15.7% |
| 6M | +35.0% | +47.4% | -12.4% | +30.2% |
| YTD | +26.3% | +32.5% | -6.3% | +22.6% |
| 1Y | +22.8% | +9.5% | +13.3% | +20.7% |
| 3Y | +65.9% | +15.5% | +50.4% | +61.2% |
| 5Y | +85.4% | -71.2% | +156.6% | +82.4% |
| All | +91.1% | -56.8% | +147.9% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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