+93.4%
META vs MET
+77.6%
+15.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.5% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -18.1% | +3.3% | -21.4% | -19.5% |
| 3M | +2.9% | +4.2% | -1.4% | +0.6% |
| 6M | +0.2% | +27.3% | -27.1% | -11.7% |
| YTD | -8.1% | +29.8% | -37.9% | -20.3% |
| 1Y | -4.5% | +30.2% | -34.8% | -17.5% |
| All | +93.4% | +77.6% | +15.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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