+122.5%
PM vs MET
+69.5%
+53.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.8% |
| 7D | -4.9% | +1.2% | -6.0% | -5.0% |
| 30D | -3.4% | +1.4% | -4.8% | -3.6% |
| 3M | +5.2% | +17.7% | -12.5% | +3.3% |
| 6M | +3.7% | +35.0% | -31.3% | +0.4% |
| YTD | +15.8% | +26.3% | -10.5% | +12.8% |
| 1Y | +17.4% | +22.8% | -5.5% | +14.6% |
| All | +122.5% | +69.5% | +53.0% | +97.3% |
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