-27.5%
ON vs MET
+64.3%
-91.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.4% |
| 30D | -11.0% | -1.4% | -9.6% | -10.3% |
| 3M | -39.3% | +12.5% | -51.9% | -44.6% |
| 6M | +19.8% | +37.1% | -17.3% | -6.1% |
| YTD | +31.1% | +23.8% | +7.3% | +10.1% |
| 1Y | +46.0% | +24.1% | +21.9% | +21.5% |
| All | -27.5% | +64.3% | -91.7% | -47.5% |
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