+855.4%
MU vs MET
+75.0%
+780.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.7% |
| 7D | -22.0% | -1.2% | -20.8% | -21.5% |
| 30D | -36.6% | +3.2% | -39.8% | -37.5% |
| 3M | -21.7% | -1.1% | -20.6% | -21.6% |
| 6M | +3.5% | +25.0% | -21.5% | -9.3% |
| YTD | +141.9% | +27.9% | +114.1% | +107.5% |
| 1Y | +189.8% | +32.9% | +157.0% | +141.5% |
| 3Y | +855.4% | +78.8% | +776.6% | +557.5% |
| All | +855.4% | +75.0% | +780.4% | +557.5% |
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 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