+95.1%
META vs MET
+75.0%
+20.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | -15.4% | +3.2% | -18.6% | -16.8% |
| 3M | +3.5% | -1.1% | +4.6% | +3.9% |
| 6M | -0.3% | +25.0% | -25.3% | -11.3% |
| YTD | -7.3% | +27.9% | -35.2% | -19.1% |
| 1Y | -1.1% | +32.9% | -34.0% | -15.4% |
| 3Y | +95.1% | +78.8% | +16.3% | +46.3% |
| All | +95.1% | +75.0% | +20.1% | +46.3% |
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