+95.0%
MO vs MET
+66.8%
+28.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +7.1% | +0.5% | +6.6% | +7.1% |
| 3M | -2.0% | +11.6% | -13.6% | -2.4% |
| 6M | +7.3% | +40.8% | -33.5% | +6.1% |
| YTD | +23.5% | +25.7% | -2.2% | +22.5% |
| 1Y | +11.0% | +24.4% | -13.4% | +10.2% |
| 3Y | +95.0% | +67.5% | +27.5% | +84.2% |
| All | +95.0% | +66.8% | +28.2% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling