+323.9%
T vs MET
+1,300.1%
-976.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -1.3% | +1.2% | -2.4% | -1.6% |
| 30D | +11.4% | +1.4% | +9.9% | +10.9% |
| 3M | +14.3% | +17.7% | -3.4% | +9.6% |
| 6M | -9.3% | +35.0% | -44.3% | -16.1% |
| YTD | +7.1% | +26.3% | -19.2% | +0.5% |
| 1Y | -9.1% | +22.8% | -31.9% | -14.3% |
| 3Y | +105.3% | +65.9% | +39.4% | +76.7% |
| 5Y | +66.8% | +85.4% | -18.5% | +38.0% |
| 10Y | +66.8% | +253.7% | -186.9% | +13.4% |
| All | +323.9% | +1,300.1% | -976.3% | +45.4% |
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