+0.2%
META vs MET
+28.5%
-28.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.2% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -18.1% | +3.3% | -21.4% | -18.5% |
| 3M | +2.9% | +4.2% | -1.4% | +2.1% |
| 6M | +0.2% | +27.3% | -27.1% | -0.5% |
| All | +0.2% | +28.5% | -28.3% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling