+23.8%
MET vs ZYBT
-57.8%
+81.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.5% |
| 30D | 0.0% | -1.2% | +1.2% | 0.0% |
| 3M | +13.1% | +76.7% | -63.6% | +13.9% |
| 6M | +39.0% | +103.6% | -64.6% | +38.9% |
| YTD | +25.2% | +38.3% | -13.1% | +25.9% |
| 1Y | +25.6% | -84.7% | +110.3% | +31.1% |
| All | +23.8% | -57.8% | +81.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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