-14.7%
METCB vs SPY
+80.5%
-95.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.5% |
| 7D | -6.8% | +0.1% | -6.9% | -7.0% |
| 30D | +8.2% | +0.1% | +8.1% | +8.2% |
| 3M | -44.6% | +2.0% | -46.5% | -45.7% |
| 6M | -41.2% | +13.0% | -54.2% | -47.7% |
| YTD | -40.2% | +13.5% | -53.8% | -47.1% |
| 1Y | -56.5% | +20.0% | -76.5% | -63.1% |
| 3Y | -25.8% | +77.2% | -102.9% | -49.8% |
| All | -14.7% | +80.5% | -95.1% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling