+198.3%
W vs MET
+228.7%
-30.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.2% |
| 7D | +1.1% | +1.8% | -0.7% | +0.2% |
| 30D | +6.4% | +4.8% | +1.6% | +3.4% |
| 3M | +9.0% | +6.2% | +2.8% | +4.6% |
| 6M | +69.8% | +33.8% | +36.0% | +39.3% |
| YTD | +12.1% | +33.3% | -21.2% | -7.8% |
| 1Y | 0.0% | +36.3% | -36.3% | -18.9% |
| 3Y | +160.3% | +84.6% | +75.8% | +78.2% |
| 5Y | -53.3% | +87.7% | -141.0% | -67.7% |
| 10Y | +217.0% | +198.0% | +19.0% | +41.6% |
| All | +198.3% | +228.7% | -30.4% | +20.7% |
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