-18.5%
METCB vs SPY
+78.6%
-97.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | -11.7% | -0.4% | -11.4% | -11.6% |
| 30D | +0.8% | -1.4% | +2.1% | +2.1% |
| 3M | -43.6% | +3.7% | -47.3% | -45.7% |
| 6M | -43.2% | +13.0% | -56.2% | -49.6% |
| YTD | -42.9% | +12.4% | -55.3% | -49.0% |
| 1Y | -56.2% | +18.5% | -74.7% | -62.4% |
| 3Y | -19.2% | +77.6% | -96.8% | -46.4% |
| All | -18.5% | +78.6% | -97.2% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling