+62.1%
T vs MET
+85.5%
-23.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | -1.7% | +4.0% | -5.7% | -2.3% |
| 3M | -7.3% | +4.6% | -11.9% | -8.0% |
| 6M | -11.2% | +32.8% | -44.0% | -14.8% |
| YTD | -8.1% | +32.3% | -40.3% | -11.8% |
| 1Y | -8.0% | +37.1% | -45.2% | -12.3% |
| 3Y | +62.1% | +86.8% | -24.7% | +52.2% |
| All | +62.1% | +85.5% | -23.4% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling