+10,882.0%
ROST vs MET
+1,381.0%
+9,501.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | +0.3% | +4.5% | -4.2% | -1.1% |
| 30D | +0.5% | +3.5% | -3.1% | -0.5% |
| 3M | -5.2% | +5.9% | -11.2% | -6.9% |
| 6M | +9.8% | +33.1% | -23.2% | +0.4% |
| YTD | +29.4% | +33.6% | -4.2% | +17.8% |
| 1Y | +44.4% | +32.7% | +11.7% | +31.7% |
| 3Y | +95.0% | +85.0% | +10.0% | +58.4% |
| 5Y | +111.9% | +85.6% | +26.3% | +71.6% |
| 10Y | +301.2% | +198.8% | +102.4% | +177.1% |
| All | +10,882.0% | +1,381.0% | +9,501.0% | +3,713.6% |
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