+78.5%
SPY vs MET
+66.4%
+12.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.2% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | -0.9% | -2.3% | +1.4% | -0.2% |
| 3M | +3.9% | +13.9% | -10.0% | -1.4% |
| 6M | +14.5% | +34.8% | -20.3% | +1.4% |
| YTD | +12.9% | +23.5% | -10.6% | +3.2% |
| 1Y | +19.4% | +23.4% | -4.0% | +8.8% |
| 3Y | +78.5% | +64.9% | +13.6% | +45.3% |
| All | +78.5% | +66.4% | +12.0% | +45.3% |
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