+86.8%
MET vs Z
-19.5%
+106.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +3.0% |
| 7D | +1.3% | -5.2% | +6.5% | +1.9% |
| 30D | +4.0% | +5.7% | -1.7% | +3.1% |
| 3M | +4.6% | -8.7% | +13.4% | +5.4% |
| 6M | +32.8% | -26.0% | +58.8% | +37.0% |
| YTD | +32.3% | -55.0% | +87.3% | +44.5% |
| 1Y | +37.1% | -58.0% | +95.1% | +50.9% |
| 3Y | +86.8% | -15.2% | +102.0% | +85.7% |
| All | +86.8% | -19.5% | +106.4% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling