+51.0%
STM vs MET
+1,300.1%
-1,249.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +5.8% | +1.2% | +4.6% | +5.2% |
| 30D | -1.0% | +1.4% | -2.4% | -1.8% |
| 3M | -33.3% | +17.7% | -50.9% | -38.5% |
| 6M | +57.4% | +35.0% | +22.4% | +36.2% |
| YTD | +102.2% | +26.3% | +75.9% | +80.0% |
| 1Y | +99.6% | +22.8% | +76.8% | +79.6% |
| 3Y | +14.5% | +65.9% | -51.4% | -10.2% |
| 5Y | +21.4% | +85.4% | -64.0% | -9.9% |
| 10Y | +695.0% | +253.7% | +441.3% | +332.6% |
| All | +51.0% | +1,300.1% | -1,249.1% | -57.8% |
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 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