+7.5%
SMR vs MET
+64.4%
-56.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.4% |
| 3M | +8.1% | +12.5% | -4.4% | -3.1% |
| 6M | -11.1% | +37.1% | -48.2% | -32.1% |
| YTD | -23.7% | +23.8% | -47.5% | -37.1% |
| 1Y | -69.4% | +24.1% | -93.5% | -74.7% |
| 3Y | +82.6% | +65.2% | +17.4% | +25.9% |
| All | +7.5% | +64.4% | -56.9% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling