+264.0%
SPOT vs MET
+187.6%
+76.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.6% |
| 7D | -0.9% | +1.2% | -2.1% | -1.3% |
| 30D | +12.5% | +1.4% | +11.1% | +11.9% |
| 3M | +9.9% | +17.7% | -7.8% | +4.2% |
| 6M | +1.6% | +35.0% | -33.4% | -7.9% |
| YTD | -6.6% | +26.3% | -32.9% | -13.5% |
| 1Y | -22.9% | +22.8% | -45.8% | -28.2% |
| 3Y | +244.3% | +65.9% | +178.3% | +189.1% |
| 5Y | +117.8% | +85.4% | +32.4% | +77.6% |
| All | +264.0% | +187.6% | +76.4% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling