+1,272.2%
MET vs STRL
+23,749.8%
-22,477.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.0% | -11.5% | +1.2% |
| 7D | +1.3% | -13.3% | +14.7% | +2.7% |
| 30D | +4.0% | -43.3% | +47.3% | +12.1% |
| 3M | +4.6% | -46.9% | +51.5% | +13.3% |
| 6M | +32.8% | -65.6% | +98.4% | +50.6% |
| YTD | +32.3% | -5.1% | +37.4% | +23.2% |
| 1Y | +37.1% | -23.1% | +60.2% | +31.5% |
| 3Y | +86.8% | +346.8% | -260.0% | +27.2% |
| 5Y | +87.4% | +907.2% | -819.8% | +8.9% |
| 10Y | +209.9% | +3,988.2% | -3,778.3% | +38.6% |
| All | +1,272.2% | +23,749.8% | -22,477.6% | +541.5% |
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