+64.9%
MET vs Z
-37.5%
+102.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.3% | -1.3% |
| 7D | +1.1% | -3.3% | +4.4% | +1.6% |
| 30D | -2.3% | -3.7% | +1.4% | -1.9% |
| 3M | +13.9% | -7.0% | +20.9% | +14.4% |
| 6M | +34.8% | -29.5% | +64.3% | +40.3% |
| YTD | +23.5% | -52.6% | +76.1% | +34.8% |
| 1Y | +23.4% | -64.0% | +87.4% | +39.4% |
| 3Y | +64.9% | -36.4% | +101.3% | +69.8% |
| All | +64.9% | -37.5% | +102.3% | +69.8% |
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