-45.3%
TE vs MET
+31.9%
-77.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -19.1% | +4.5% | -23.5% | -19.2% |
| 30D | -34.1% | +3.5% | -37.7% | -34.0% |
| 3M | -60.1% | +5.9% | -66.1% | -59.9% |
| 6M | -66.0% | +33.1% | -99.0% | -68.6% |
| YTD | -71.4% | +33.6% | -105.0% | -72.3% |
| 1Y | -45.3% | +32.7% | -78.0% | -47.6% |
| All | -45.3% | +31.9% | -77.2% | -47.6% |
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