+1,209.8%
MET vs STRL
+39,817.1%
-38,607.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.5% |
| 7D | +1.2% | +3.4% | -2.2% | +0.6% |
| 30D | +1.4% | -9.2% | +10.7% | +2.7% |
| 3M | +17.7% | -51.0% | +68.7% | +29.0% |
| 6M | +35.0% | +15.8% | +19.2% | +24.9% |
| YTD | +26.3% | +58.9% | -32.6% | +10.3% |
| 1Y | +22.8% | +68.5% | -45.7% | +4.9% |
| 3Y | +65.9% | +485.2% | -419.3% | +9.9% |
| 5Y | +85.4% | +2,005.1% | -1,919.7% | -2.8% |
| 10Y | +253.7% | +7,118.0% | -6,864.2% | +46.9% |
| All | +1,209.8% | +39,817.1% | -38,607.3% | +474.3% |
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