-53.7%
SMR vs MET
+77.4%
-131.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.9% |
| 7D | -8.3% | +4.5% | -12.7% | -11.0% |
| 30D | -20.1% | +3.5% | -23.6% | -22.1% |
| 3M | -52.7% | +5.9% | -58.6% | -55.0% |
| 6M | -61.0% | +33.1% | -94.1% | -69.5% |
| YTD | -67.1% | +33.6% | -100.7% | -74.4% |
| 1Y | -79.9% | +32.7% | -112.6% | -84.2% |
| 3Y | +101.7% | +85.0% | +16.7% | +27.9% |
| All | -53.7% | +77.4% | -131.1% | -70.6% |
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 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