+64.9%
MET vs SPG
+112.2%
-47.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -2.3% | -4.9% | +2.6% | +0.4% |
| 3M | +13.9% | +3.3% | +10.6% | +11.5% |
| 6M | +34.8% | +11.2% | +23.6% | +26.4% |
| YTD | +23.5% | +17.1% | +6.5% | +12.4% |
| 1Y | +23.4% | +21.6% | +1.8% | +9.7% |
| 3Y | +64.9% | +111.9% | -47.0% | +8.6% |
| All | +64.9% | +112.2% | -47.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling