+237.4%
MP vs MET
+231.4%
+6.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -3.0% | -4.1% |
| 7D | -19.0% | -0.5% | -18.5% | -18.7% |
| 30D | -30.5% | +3.3% | -33.7% | -32.1% |
| 3M | -29.6% | +4.2% | -33.8% | -32.0% |
| 6M | -50.4% | +27.3% | -77.8% | -58.7% |
| YTD | -33.2% | +29.8% | -63.0% | -45.7% |
| 1Y | -38.6% | +30.2% | -68.8% | -50.3% |
| 3Y | +105.5% | +77.6% | +27.9% | +27.1% |
| 5Y | -7.8% | +82.3% | -90.1% | -42.6% |
| All | +237.4% | +231.4% | +6.0% | +73.5% |
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