+82.6%
SMR vs MET
+64.3%
+18.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | +13.1% | -0.8% | +13.8% | +13.4% |
| 30D | +17.8% | -1.4% | +19.1% | +18.5% |
| 3M | +8.1% | +12.5% | -4.4% | -5.7% |
| 6M | -11.1% | +37.1% | -48.2% | -36.9% |
| YTD | -23.7% | +23.8% | -47.5% | -40.3% |
| 1Y | -69.4% | +24.1% | -93.5% | -76.1% |
| All | +82.6% | +64.3% | +18.3% | -6.7% |
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 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