+1,209.8%
MET vs SPG
+3,096.6%
-1,886.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +1.2% | -2.4% | +3.5% | +2.6% |
| 30D | +1.4% | -6.8% | +8.2% | +5.5% |
| 3M | +17.7% | +2.7% | +15.0% | +15.7% |
| 6M | +35.0% | +5.5% | +29.5% | +30.4% |
| YTD | +26.3% | +15.7% | +10.6% | +15.6% |
| 1Y | +22.8% | +20.9% | +2.0% | +9.5% |
| 3Y | +65.9% | +112.4% | -46.4% | +5.9% |
| 5Y | +85.4% | +101.4% | -16.0% | +18.3% |
| 10Y | +253.7% | +60.6% | +193.1% | +115.3% |
| All | +1,209.8% | +3,096.6% | -1,886.8% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling