-6.0%
MTZ vs MET
+36.6%
-42.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | +9.1% |
| 7D | -2.4% | +1.3% | -3.8% | -2.2% |
| 30D | -11.1% | +4.0% | -15.1% | -10.6% |
| 3M | -30.6% | +4.6% | -35.2% | -30.0% |
| 6M | -54.4% | +32.8% | -87.2% | -54.8% |
| YTD | -13.0% | +32.3% | -45.3% | -15.5% |
| All | -6.0% | +36.6% | -42.5% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling