+143.7%
MET vs SITM
+4,507.3%
-4,363.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.9% |
| 7D | +1.1% | +8.4% | -7.2% | +0.2% |
| 30D | -2.3% | -17.4% | +15.1% | -0.5% |
| 3M | +13.9% | -9.8% | +23.7% | +13.6% |
| 6M | +34.8% | +83.0% | -48.2% | +22.0% |
| YTD | +23.5% | +69.6% | -46.0% | +12.1% |
| 1Y | +23.4% | +144.9% | -121.5% | +5.7% |
| 3Y | +64.9% | +429.9% | -365.0% | +21.4% |
| 5Y | +82.0% | +169.2% | -87.1% | +34.5% |
| All | +143.7% | +4,507.3% | -4,363.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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