+90.1%
STM vs MET
+37.6%
+52.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -7.9% | +1.8% | -9.7% | -8.2% |
| 30D | -14.1% | +4.8% | -18.9% | -15.0% |
| 3M | -17.6% | +6.2% | -23.8% | -18.8% |
| 6M | -24.2% | +33.8% | -58.0% | -33.5% |
| YTD | +73.3% | +33.3% | +40.0% | +49.2% |
| 1Y | +90.1% | +36.3% | +53.8% | +59.1% |
| All | +90.1% | +37.6% | +52.5% | +59.1% |
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 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