-61.0%
SMR vs MET
+32.5%
-93.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.2% |
| 7D | -8.3% | +4.5% | -12.7% | -7.5% |
| 30D | -20.1% | +3.5% | -23.6% | -18.9% |
| 3M | -52.7% | +5.9% | -58.6% | -51.3% |
| 6M | -61.0% | +33.1% | -94.1% | -61.4% |
| All | -61.0% | +32.5% | -93.5% | -61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling