+17.3%
SPYM vs MET
+25.8%
-8.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.0% | -0.5% | -0.6% | -1.0% |
| 30D | -1.3% | +0.5% | -1.8% | -1.5% |
| 3M | +3.6% | +11.6% | -8.0% | +1.1% |
| 6M | +13.3% | +40.8% | -27.5% | +3.6% |
| YTD | +12.4% | +25.7% | -13.2% | +5.1% |
| 1Y | +17.3% | +24.4% | -7.1% | +9.8% |
| All | +17.3% | +25.8% | -8.5% | +9.8% |
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