+1,282.6%
MET vs SM
+328.0%
+954.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | +1.8% | -19.5% | +21.3% | +5.8% |
| 30D | +4.8% | -20.2% | +25.0% | +9.0% |
| 3M | +6.2% | -6.5% | +12.7% | +6.5% |
| 6M | +33.8% | +1.6% | +32.3% | +30.6% |
| YTD | +33.3% | +61.2% | -27.9% | +16.7% |
| 1Y | +36.3% | +65.4% | -29.0% | +18.4% |
| 3Y | +84.6% | -13.0% | +97.6% | +76.9% |
| 5Y | +87.7% | -4.3% | +91.9% | +66.7% |
| 10Y | +198.0% | +3.0% | +194.9% | +67.8% |
| All | +1,282.6% | +328.0% | +954.6% | +422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling