+209.9%
ON vs MET
+1,051.9%
-842.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.8% |
| 7D | +2.4% | +1.2% | +1.3% | +1.8% |
| 30D | -3.3% | +1.4% | -4.7% | -4.1% |
| 3M | -43.6% | +17.7% | -61.3% | -48.4% |
| 6M | +19.0% | +35.0% | -16.0% | +1.5% |
| YTD | +37.4% | +26.3% | +11.1% | +20.8% |
| 1Y | +54.8% | +22.8% | +31.9% | +37.5% |
| 3Y | -25.2% | +65.9% | -91.1% | -42.4% |
| 5Y | +62.7% | +85.4% | -22.6% | +19.4% |
| 10Y | +574.3% | +253.7% | +320.6% | +266.3% |
| All | +209.9% | +1,051.9% | -842.0% | -8.2% |
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