+33.0%
MET vs Z
-54.2%
+87.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +1.1% |
| 7D | +3.9% | +10.2% | -6.3% | +2.6% |
| 30D | +6.8% | +23.7% | -16.8% | +4.1% |
| 3M | +7.7% | -6.6% | +14.2% | +8.0% |
| 6M | +32.9% | -23.0% | +55.9% | +36.5% |
| YTD | +33.9% | -50.3% | +84.2% | +41.3% |
| 1Y | +33.0% | -53.6% | +86.6% | +41.0% |
| All | +33.0% | -54.2% | +87.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling