-32.7%
METD vs SPY
+45.9%
-78.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.4% |
| 7D | -3.1% | +3.3% | -6.4% | +1.5% |
| 30D | +21.4% | -2.7% | +24.0% | +17.5% |
| 3M | -10.3% | -1.7% | -8.6% | -11.7% |
| 6M | -10.1% | +3.1% | -13.2% | -4.9% |
| YTD | -5.5% | +11.9% | -17.4% | +14.1% |
| 1Y | -12.5% | +12.0% | -24.5% | +5.9% |
| All | -32.7% | +45.9% | -78.7% | +30.7% |
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