-73.1%
SMR vs MET
+24.0%
-97.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +4.4% | +1.2% | +3.3% | +3.7% |
| 30D | +3.4% | +1.4% | +2.0% | +2.2% |
| 3M | -19.2% | +17.7% | -36.9% | -29.8% |
| 6M | -22.6% | +35.0% | -57.6% | -41.2% |
| YTD | -31.5% | +26.3% | -57.8% | -45.1% |
| 1Y | -73.1% | +22.8% | -95.9% | -77.7% |
| All | -73.1% | +24.0% | -97.1% | -77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling