-59.5%
METCB vs SPY
+18.1%
-77.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.4% | -7.6% |
| 7D | -12.7% | -0.8% | -11.9% | -11.8% |
| 30D | -8.8% | -1.1% | -7.8% | -7.6% |
| 3M | -45.6% | +3.9% | -49.4% | -48.7% |
| 6M | -50.4% | +13.6% | -64.1% | -59.3% |
| YTD | -47.8% | +12.7% | -60.5% | -56.8% |
| 1Y | -59.5% | +17.5% | -77.0% | -71.0% |
| All | -59.5% | +18.1% | -77.7% | -71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling