-62.1%
W vs MET
+82.8%
-144.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +2.5% |
| 7D | +6.5% | +1.1% | +5.3% | +5.2% |
| 30D | -6.2% | -2.3% | -3.9% | -4.4% |
| 3M | +48.9% | +13.9% | +35.0% | +30.2% |
| 6M | +31.2% | +34.8% | -3.6% | -2.4% |
| YTD | -0.4% | +23.5% | -24.0% | -19.7% |
| 1Y | +14.8% | +23.4% | -8.6% | -7.9% |
| 3Y | +40.5% | +64.9% | -24.4% | -13.3% |
| 5Y | -62.1% | +82.0% | -144.2% | -76.0% |
| All | -62.1% | +82.8% | -144.9% | -76.0% |
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