+1.5%
SMR vs MET
+66.3%
-64.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.4% |
| 7D | +4.7% | -2.5% | +7.2% | +6.4% |
| 30D | +3.2% | 0.0% | +3.3% | +2.7% |
| 3M | +9.9% | +13.1% | -3.2% | -1.8% |
| 6M | -15.1% | +39.0% | -54.1% | -35.9% |
| YTD | -27.9% | +25.2% | -53.1% | -41.1% |
| 1Y | -70.2% | +25.6% | -95.9% | -75.7% |
| 3Y | +72.5% | +67.1% | +5.4% | +17.9% |
| All | +1.5% | +66.3% | -64.8% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling