+24.4%
MET vs SPYG
+17.9%
+6.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | +0.5% | -1.5% | +2.0% | +0.9% |
| 3M | +11.6% | +3.7% | +7.9% | +10.0% |
| 6M | +40.8% | +16.4% | +24.4% | +28.7% |
| YTD | +25.7% | +13.3% | +12.3% | +15.7% |
| 1Y | +24.4% | +17.9% | +6.5% | +12.2% |
| All | +24.4% | +17.9% | +6.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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