+78.8%
MET vs STRL
+233.5%
-154.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.7% |
| 7D | -1.2% | -26.9% | +25.7% | +0.4% |
| 30D | +3.2% | -52.7% | +55.9% | +7.6% |
| 3M | -1.1% | -52.8% | +51.7% | +2.9% |
| 6M | +25.0% | -71.5% | +96.5% | +33.8% |
| YTD | +27.9% | -17.4% | +45.3% | +19.7% |
| 1Y | +32.9% | -35.0% | +67.8% | +27.7% |
| 3Y | +78.8% | +239.2% | -160.4% | +39.9% |
| All | +78.8% | +233.5% | -154.7% | +39.9% |
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