+38.2%
METV vs SPY
+89.4%
-51.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -0.3% | +2.6% | -2.9% | -4.1% |
| 30D | -1.4% | -2.0% | +0.6% | +1.3% |
| 3M | +7.9% | -2.8% | +10.7% | +12.3% |
| 6M | +10.1% | +2.1% | +7.9% | +6.6% |
| YTD | +10.8% | +11.5% | -0.7% | -5.3% |
| 1Y | +7.4% | +13.5% | -6.1% | -10.6% |
| 3Y | +102.7% | +77.7% | +25.0% | -14.5% |
| 5Y | +27.0% | +72.6% | -45.6% | -42.0% |
| All | +38.2% | +89.4% | -51.2% | -42.1% |
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