-19.1%
TE vs MET
+64.3%
-83.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +15.0% | -0.8% | +15.7% | +15.5% |
| 30D | -7.5% | -1.4% | -6.2% | -6.6% |
| 3M | -42.0% | +12.5% | -54.5% | -49.4% |
| 6M | -31.4% | +37.1% | -68.5% | -51.6% |
| YTD | -26.5% | +23.8% | -50.3% | -42.6% |
| 1Y | +153.1% | +24.1% | +129.0% | +96.1% |
| All | -19.1% | +64.3% | -83.4% | -46.8% |
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 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