+207.5%
TER vs MET
+1,366.8%
-1,159.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.5% | +9.3% | +11.1% |
| 7D | -5.8% | +1.3% | -7.1% | -6.1% |
| 30D | -38.9% | +4.0% | -42.9% | -40.0% |
| 3M | -35.1% | +4.6% | -39.7% | -36.8% |
| 6M | -31.6% | +32.8% | -64.4% | -41.4% |
| YTD | +27.2% | +32.3% | -5.1% | +9.2% |
| 1Y | +35.2% | +37.1% | -1.9% | +14.0% |
| 3Y | +192.8% | +86.8% | +106.0% | +112.2% |
| 5Y | +72.4% | +87.4% | -15.0% | +24.1% |
| 10Y | +1,001.8% | +209.9% | +791.9% | +490.3% |
| All | +207.5% | +1,366.8% | -1,159.3% | -24.4% |
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