-39.0%
U vs MET
+200.2%
-239.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -3.8% | +1.2% | -5.0% | -4.4% |
| 30D | +17.5% | +1.4% | +16.0% | +16.6% |
| 3M | +38.7% | +17.7% | +21.0% | +26.2% |
| 6M | +104.4% | +35.0% | +69.4% | +71.1% |
| YTD | -5.7% | +26.3% | -32.0% | -18.1% |
| 1Y | +3.7% | +22.8% | -19.1% | -8.8% |
| 3Y | +12.3% | +65.9% | -53.6% | -15.6% |
| 5Y | -68.8% | +85.4% | -154.2% | -76.1% |
| All | -39.0% | +200.2% | -239.3% | -41.2% |
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