+180.6%
MPC vs MET
+65.9%
+114.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +5.4% | +1.2% | +4.3% | +4.9% |
| 30D | +31.0% | +1.4% | +29.6% | +30.0% |
| 3M | +46.0% | +17.7% | +28.3% | +35.8% |
| 6M | +77.3% | +35.0% | +42.3% | +54.2% |
| YTD | +141.9% | +26.3% | +115.6% | +116.8% |
| 1Y | +120.9% | +22.8% | +98.1% | +99.9% |
| All | +180.6% | +65.9% | +114.7% | +118.7% |
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