+1,226.3%
MET vs SM
+333.8%
+892.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -1.2% | -25.9% | +24.7% | +4.4% |
| 30D | +3.2% | -15.1% | +18.3% | +6.0% |
| 3M | -1.1% | +4.9% | -6.0% | -3.2% |
| 6M | +25.0% | +6.1% | +18.9% | +20.9% |
| YTD | +27.9% | +63.4% | -35.6% | +11.6% |
| 1Y | +32.9% | +72.5% | -39.6% | +14.4% |
| 3Y | +78.8% | -16.9% | +95.7% | +72.9% |
| 5Y | +79.6% | -10.6% | +90.2% | +61.7% |
| 10Y | +228.1% | +11.3% | +216.8% | +81.3% |
| All | +1,226.3% | +333.8% | +892.6% | +399.8% |
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