+721.8%
SPY vs MET
+1,300.1%
-578.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.1% | +1.2% | -1.0% | -0.3% |
| 30D | +0.1% | +1.4% | -1.4% | -0.5% |
| 3M | +2.0% | +17.7% | -15.7% | -3.6% |
| 6M | +13.0% | +35.0% | -22.0% | +2.1% |
| YTD | +13.5% | +26.3% | -12.7% | +4.5% |
| 1Y | +20.0% | +22.8% | -2.9% | +11.2% |
| 3Y | +77.2% | +65.9% | +11.3% | +47.6% |
| 5Y | +81.9% | +85.4% | -3.5% | +44.9% |
| 10Y | +314.1% | +253.7% | +60.3% | +156.7% |
| All | +721.8% | +1,300.1% | -578.3% | +199.1% |
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