-16.1%
SPGI vs MET
+24.0%
-40.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.3% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | +5.4% | -2.3% | +7.7% | +6.4% |
| 3M | +9.0% | +13.9% | -4.8% | +3.2% |
| 6M | +0.8% | +34.8% | -34.0% | -10.4% |
| YTD | -12.6% | +23.5% | -36.1% | -19.7% |
| 1Y | -16.1% | +23.4% | -39.5% | -23.4% |
| All | -16.1% | +24.0% | -40.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling