+70.0%
MET vs STRL
+509.6%
-439.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.0% |
| 7D | +1.2% | +3.4% | -2.2% | +0.9% |
| 30D | +1.4% | -9.2% | +10.7% | +2.0% |
| 3M | +17.7% | -51.0% | +68.7% | +23.5% |
| 6M | +35.0% | +15.8% | +19.2% | +27.1% |
| YTD | +26.3% | +58.9% | -32.6% | +13.8% |
| 1Y | +22.8% | +68.5% | -45.7% | +8.4% |
| All | +70.0% | +509.6% | -439.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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