+445.3%
MP vs MET
+222.4%
+222.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.4% |
| 7D | -2.9% | +1.2% | -4.0% | -3.6% |
| 30D | +13.8% | +1.4% | +12.4% | +12.3% |
| 3M | -16.7% | +17.7% | -34.4% | -26.4% |
| 6M | -11.5% | +35.0% | -46.5% | -29.0% |
| YTD | +7.9% | +26.3% | -18.3% | -10.3% |
| 1Y | -15.0% | +22.8% | -37.9% | -28.2% |
| 3Y | +153.5% | +65.9% | +87.6% | +65.2% |
| 5Y | +58.7% | +85.4% | -26.7% | -1.2% |
| All | +445.3% | +222.4% | +222.9% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling