+274.2%
RCL vs MET
+75.0%
+199.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.5% |
| 7D | +6.5% | -1.2% | +7.7% | +7.5% |
| 30D | +15.9% | +3.2% | +12.7% | +13.3% |
| 3M | +2.7% | -1.1% | +3.8% | +3.3% |
| 6M | +15.2% | +25.0% | -9.8% | -4.2% |
| YTD | +19.2% | +27.9% | -8.6% | -3.0% |
| 1Y | +31.6% | +32.9% | -1.3% | +4.0% |
| 3Y | +274.2% | +78.8% | +195.4% | +154.1% |
| All | +274.2% | +75.0% | +199.2% | +154.1% |
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