+24.1%
MET vs SNAP
-26.1%
+50.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | -0.8% | -5.0% | +4.3% | -0.3% |
| 30D | -1.4% | -0.7% | -0.6% | -1.5% |
| 3M | +12.5% | -5.0% | +17.5% | +12.5% |
| 6M | +37.1% | +3.5% | +33.6% | +34.0% |
| YTD | +23.8% | -34.2% | +58.0% | +23.8% |
| 1Y | +24.1% | -27.1% | +51.2% | +26.0% |
| All | +24.1% | -26.1% | +50.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling