+181.8%
MET vs SNAP
-77.2%
+259.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.2% |
| 7D | +1.2% | +0.7% | +0.4% | +1.1% |
| 30D | +1.4% | +2.6% | -1.2% | +1.0% |
| 3M | +17.7% | -9.9% | +27.6% | +18.2% |
| 6M | +35.0% | +1.9% | +33.1% | +33.5% |
| YTD | +26.3% | -32.2% | +58.5% | +29.4% |
| 1Y | +22.8% | -22.8% | +45.7% | +24.0% |
| 3Y | +65.9% | -47.6% | +113.5% | +67.3% |
| 5Y | +85.4% | -92.7% | +178.1% | +108.1% |
| All | +181.8% | -77.2% | +259.0% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling