+2,537.1%
O vs MET
+1,366.8%
+1,170.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.4% |
| 7D | +3.3% | +1.3% | +2.0% | +2.8% |
| 30D | +10.3% | +4.0% | +6.3% | +8.8% |
| 3M | -3.5% | +4.6% | -8.1% | -5.1% |
| 6M | -1.3% | +32.8% | -34.1% | -10.9% |
| YTD | +10.3% | +32.3% | -22.0% | -0.8% |
| 1Y | +10.4% | +37.1% | -26.7% | -2.1% |
| 3Y | +40.0% | +86.8% | -46.8% | +8.7% |
| 5Y | +12.4% | +87.4% | -75.0% | -14.6% |
| 10Y | +78.2% | +209.9% | -131.7% | +6.3% |
| All | +2,537.1% | +1,366.8% | +1,170.2% | +806.5% |
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