-53.4%
METCB vs SPY
+77.2%
-130.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.4% |
| 7D | -3.8% | +2.6% | -6.4% | -6.0% |
| 30D | -7.2% | -2.0% | -5.2% | -5.2% |
| 3M | -41.4% | -2.8% | -38.6% | -39.7% |
| 6M | -62.5% | +2.1% | -64.6% | -63.2% |
| YTD | -67.3% | +11.5% | -78.8% | -70.5% |
| 1Y | -75.5% | +13.5% | -88.9% | -78.2% |
| 3Y | -71.7% | +77.7% | -149.4% | -81.3% |
| All | -53.4% | +77.2% | -130.6% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling