+811.4%
SPYM vs MET
+302.9%
+508.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.6% | +4.5% | -1.9% | +1.3% |
| 30D | -2.0% | +3.5% | -5.5% | -3.0% |
| 3M | -2.8% | +5.9% | -8.7% | -4.5% |
| 6M | +2.2% | +33.1% | -30.9% | -6.2% |
| YTD | +11.5% | +33.6% | -22.0% | +2.0% |
| 1Y | +13.5% | +32.7% | -19.2% | +3.9% |
| 3Y | +78.0% | +85.0% | -7.0% | +47.1% |
| 5Y | +73.1% | +85.6% | -12.4% | +42.0% |
| 10Y | +310.9% | +198.8% | +112.0% | +184.2% |
| All | +811.4% | +302.9% | +508.5% | +396.7% |
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 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