+207.2%
ON vs MET
+1,109.1%
-901.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.7% |
| 7D | +17.0% | +2.1% | +14.9% | +15.9% |
| 30D | -3.9% | +1.8% | -5.7% | -4.5% |
| 3M | -11.5% | +6.0% | -17.5% | -14.0% |
| 6M | -29.2% | +31.1% | -60.3% | -38.7% |
| YTD | +36.2% | +32.6% | +3.6% | +17.0% |
| 1Y | +49.6% | +30.5% | +19.2% | +29.7% |
| 3Y | +9.4% | +83.6% | -74.1% | -19.5% |
| 5Y | +25.8% | +84.2% | -58.4% | -7.3% |
| 10Y | +557.1% | +196.6% | +360.6% | +285.1% |
| All | +207.2% | +1,109.1% | -901.9% | -11.0% |
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