+1,226.3%
MET vs STRL
+20,644.2%
-19,417.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.0% |
| 7D | -1.2% | -26.9% | +25.7% | +2.9% |
| 30D | +3.2% | -52.7% | +55.9% | +14.5% |
| 3M | -1.1% | -52.8% | +51.7% | +9.2% |
| 6M | +25.0% | -71.5% | +96.5% | +46.0% |
| YTD | +27.9% | -17.4% | +45.3% | +21.8% |
| 1Y | +32.9% | -35.0% | +67.8% | +30.9% |
| 3Y | +78.8% | +239.2% | -160.4% | +26.9% |
| 5Y | +79.6% | +830.2% | -750.6% | +5.6% |
| 10Y | +228.1% | +3,574.7% | -3,346.6% | +49.4% |
| All | +1,226.3% | +20,644.2% | -19,417.9% | +534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling