+64.9%
MET vs SM
-2.8%
+67.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -2.3% | +31.5% | -33.8% | -6.7% |
| 3M | +13.9% | +17.3% | -3.5% | +10.3% |
| 6M | +34.8% | +48.5% | -13.7% | +22.9% |
| YTD | +23.5% | +106.3% | -82.7% | +3.9% |
| 1Y | +23.4% | +47.3% | -23.9% | +11.8% |
| 3Y | +64.9% | -1.4% | +66.3% | +53.1% |
| All | +64.9% | -2.8% | +67.6% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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