+163.8%
MPC vs MET
+75.0%
+88.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -16.2% | -1.2% | -15.0% | -15.9% |
| 30D | -15.7% | +3.2% | -18.9% | -17.0% |
| 3M | +24.9% | -1.1% | +26.0% | +25.0% |
| 6M | +52.7% | +25.0% | +27.6% | +37.3% |
| YTD | +131.9% | +27.9% | +104.0% | +105.8% |
| 1Y | +96.6% | +32.9% | +63.8% | +70.7% |
| 3Y | +163.8% | +78.8% | +85.0% | +82.6% |
| All | +163.8% | +75.0% | +88.8% | +82.6% |
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 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