+34.7%
METV vs SPY
+90.9%
-56.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.7% |
| 30D | +5.4% | -1.4% | +6.8% | +7.6% |
| 3M | +13.4% | +3.7% | +9.7% | +7.4% |
| 6M | +22.8% | +13.0% | +9.8% | +2.7% |
| YTD | +8.0% | +12.4% | -4.4% | -8.7% |
| 1Y | +2.1% | +18.5% | -16.4% | -19.9% |
| 3Y | +107.7% | +77.6% | +30.0% | -12.1% |
| 5Y | +34.2% | +81.7% | -47.5% | -42.3% |
| All | +34.7% | +90.9% | -56.2% | -44.2% |
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