-15.7%
STM vs MET
+78.1%
-93.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.3% |
| 7D | -10.7% | -1.2% | -9.6% | -10.0% |
| 30D | -25.7% | +3.2% | -28.9% | -27.3% |
| 3M | -21.6% | -1.1% | -20.5% | -21.5% |
| 6M | -27.8% | +25.0% | -52.8% | -38.5% |
| YTD | +61.8% | +27.9% | +33.9% | +35.1% |
| 1Y | +78.1% | +32.9% | +45.2% | +44.9% |
| 3Y | +4.9% | +78.8% | -73.9% | -30.6% |
| All | -15.7% | +78.1% | -93.9% | -42.7% |
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