+70.3%
SE vs MET
+75.0%
-4.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.7% |
| 30D | -20.0% | +3.2% | -23.2% | -21.2% |
| 3M | -31.8% | -1.1% | -30.7% | -31.6% |
| 6M | -15.9% | +25.0% | -40.9% | -25.3% |
| YTD | -40.6% | +27.9% | -68.5% | -48.0% |
| 1Y | -50.7% | +32.9% | -83.6% | -57.8% |
| 3Y | +70.3% | +78.8% | -8.5% | +131.8% |
| All | +70.3% | +75.0% | -4.7% | +131.8% |
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