+127.0%
MP vs MET
+75.0%
+52.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.6% |
| 7D | -10.5% | -1.2% | -9.3% | -10.1% |
| 30D | -23.5% | +3.2% | -26.7% | -24.7% |
| 3M | -25.4% | -1.1% | -24.3% | -25.4% |
| 6M | -51.3% | +25.0% | -76.3% | -57.0% |
| YTD | -29.9% | +27.9% | -57.8% | -39.6% |
| 1Y | -31.8% | +32.9% | -64.7% | -42.7% |
| 3Y | +127.0% | +78.8% | +48.2% | +27.8% |
| All | +127.0% | +75.0% | +52.0% | +27.8% |
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