+589.4%
SE vs MET
+146.9%
+442.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | -6.1% | +1.2% | -7.2% | -6.6% |
| 30D | -2.5% | +1.4% | -3.9% | -3.4% |
| 3M | +21.7% | +17.7% | +4.0% | +11.9% |
| 6M | +27.0% | +35.0% | -8.0% | +9.5% |
| YTD | -12.1% | +26.3% | -38.4% | -22.0% |
| 1Y | -40.9% | +22.8% | -63.7% | -47.0% |
| 3Y | +191.0% | +65.9% | +125.1% | +123.8% |
| 5Y | -68.3% | +85.4% | -153.6% | -76.2% |
| All | +589.4% | +146.9% | +442.5% | +316.6% |
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