+40.1%
W vs MET
+69.5%
-29.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +4.0% |
| 7D | -4.2% | +1.2% | -5.3% | -5.2% |
| 30D | -7.6% | +1.4% | -9.0% | -9.2% |
| 3M | +37.2% | +17.7% | +19.5% | +16.0% |
| 6M | +26.3% | +35.0% | -8.7% | -6.8% |
| YTD | -1.0% | +26.3% | -27.3% | -22.2% |
| 1Y | +20.1% | +22.8% | -2.7% | -3.9% |
| All | +40.1% | +69.5% | -29.4% | -19.6% |
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 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