-70.0%
U vs MET
+80.3%
-150.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.7% |
| 7D | +36.6% | -1.2% | +37.7% | +37.3% |
| 30D | +13.3% | +3.2% | +10.1% | +9.5% |
| 3M | +26.2% | -1.1% | +27.3% | +26.0% |
| 6M | +88.7% | +25.0% | +63.7% | +53.7% |
| YTD | +16.6% | +27.9% | -11.3% | -7.5% |
| 1Y | +29.0% | +32.9% | -3.9% | -1.7% |
| 3Y | +99.5% | +78.8% | +20.7% | +10.7% |
| All | -70.0% | +80.3% | -150.3% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling