+241.8%
MET vs SFM
+41.7%
+200.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | +1.3% | -10.2% | +11.5% | +2.8% |
| 30D | +4.0% | -23.9% | +27.9% | +7.2% |
| 3M | +4.6% | -42.3% | +46.9% | +11.8% |
| 6M | +32.8% | -40.1% | +72.9% | +40.8% |
| YTD | +32.3% | -37.8% | +70.1% | +38.7% |
| 1Y | +37.1% | -37.1% | +74.2% | +43.5% |
| 3Y | +86.8% | +21.5% | +65.3% | +73.5% |
| 5Y | +87.4% | +103.8% | -16.4% | +56.6% |
| 10Y | +209.9% | +142.0% | +67.9% | +139.0% |
| All | +241.8% | +41.7% | +200.2% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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