-22.0%
METCB vs SPY
+75.5%
-97.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | +0.2% | -2.0% | +2.1% | +1.9% |
| 30D | +3.9% | -1.7% | +5.5% | +5.5% |
| 3M | -42.3% | +4.7% | -47.1% | -44.9% |
| 6M | -43.8% | +12.5% | -56.3% | -49.6% |
| YTD | -44.1% | +11.7% | -55.9% | -49.5% |
| 1Y | -58.6% | +17.5% | -76.1% | -63.9% |
| All | -22.0% | +75.5% | -97.5% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling