+10.5%
MO vs MET
+24.0%
-13.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.3% | +1.2% | -0.8% | +0.4% |
| 30D | +0.6% | +1.4% | -0.8% | +0.7% |
| 3M | -1.0% | +17.7% | -18.7% | -0.2% |
| 6M | +4.3% | +35.0% | -30.6% | +7.2% |
| YTD | +23.3% | +26.3% | -3.0% | +25.7% |
| 1Y | +10.5% | +22.8% | -12.4% | +13.0% |
| All | +10.5% | +24.0% | -13.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling