+35.9%
MET vs Z
-59.6%
+95.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | 0.0% | -13.1% | +13.1% | +1.8% |
| 30D | +3.4% | +5.9% | -2.5% | +2.7% |
| 3M | +7.0% | -13.7% | +20.7% | +8.5% |
| 6M | +34.6% | -27.1% | +61.8% | +38.9% |
| YTD | +34.0% | -56.8% | +90.8% | +43.3% |
| 1Y | +35.9% | -60.2% | +96.1% | +46.4% |
| All | +35.9% | -59.6% | +95.5% | +46.4% |
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