+40.9%
XYZ vs MET
+65.9%
-25.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.3% |
| 7D | -1.0% | +1.2% | -2.1% | -1.7% |
| 30D | -1.7% | +1.4% | -3.1% | -2.9% |
| 3M | +16.7% | +17.7% | -0.9% | +3.7% |
| 6M | +26.9% | +35.0% | -8.1% | +2.1% |
| YTD | +27.1% | +26.3% | +0.9% | +6.6% |
| 1Y | +9.3% | +22.8% | -13.6% | -6.8% |
| All | +40.9% | +65.9% | -25.0% | -9.9% |
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