+4.4%
ON vs MET
+85.2%
-80.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.2% |
| 7D | -4.1% | +1.8% | -5.9% | -4.9% |
| 30D | -10.2% | +4.8% | -15.0% | -12.7% |
| 3M | -12.7% | +6.2% | -18.9% | -16.0% |
| 6M | -32.5% | +33.8% | -66.4% | -45.8% |
| YTD | +28.6% | +33.3% | -4.7% | +2.7% |
| 1Y | +43.4% | +36.3% | +7.1% | +12.4% |
| All | +4.4% | +85.2% | -80.7% | -35.1% |
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