+19.6%
ON vs MET
+87.6%
-68.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.2% |
| 7D | -4.1% | +1.8% | -5.9% | -5.0% |
| 30D | -10.2% | +4.8% | -15.0% | -13.0% |
| 3M | -12.7% | +6.2% | -18.9% | -16.4% |
| 6M | -32.5% | +33.8% | -66.4% | -46.7% |
| YTD | +28.6% | +33.3% | -4.7% | +1.2% |
| 1Y | +43.4% | +36.3% | +7.1% | +10.8% |
| 3Y | +3.3% | +84.6% | -81.3% | -38.2% |
| All | +19.6% | +87.6% | -68.0% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling