+83.8%
SPYM vs MET
+83.9%
-0.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -1.1% | +0.5% | -1.6% | -1.3% |
| 3M | +3.9% | +11.6% | -7.7% | -1.0% |
| 6M | +13.6% | +40.8% | -27.2% | -1.8% |
| YTD | +12.7% | +25.7% | -12.9% | +1.7% |
| 1Y | +17.6% | +24.4% | -6.8% | +6.3% |
| 3Y | +77.2% | +67.5% | +9.8% | +38.2% |
| All | +83.8% | +83.9% | -0.1% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling