+79.0%
MET vs SN
+681.9%
-602.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.5% | +2.9% |
| 7D | +1.3% | +7.6% | -6.3% | 0.0% |
| 30D | +4.0% | +24.1% | -20.1% | +0.1% |
| 3M | +4.6% | +23.7% | -19.1% | +0.6% |
| 6M | +32.8% | +105.5% | -72.7% | +15.9% |
| YTD | +32.3% | +105.1% | -72.8% | +15.0% |
| 1Y | +37.1% | +148.3% | -111.1% | +15.1% |
| 3Y | +86.8% | +438.7% | -351.8% | +47.5% |
| All | +79.0% | +681.9% | -602.9% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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