-63.7%
XYZ vs MET
+85.0%
-148.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.2% |
| 7D | -1.1% | +4.5% | -5.5% | -4.7% |
| 30D | +11.5% | +3.5% | +8.0% | +8.4% |
| 3M | +1.8% | +5.9% | -4.1% | -3.2% |
| 6M | +21.2% | +33.1% | -11.9% | -6.8% |
| YTD | +29.9% | +33.6% | -3.6% | -1.4% |
| 1Y | +35.8% | +32.7% | +3.1% | +3.5% |
| 3Y | +62.6% | +85.0% | -22.5% | -16.2% |
| All | -63.7% | +85.0% | -148.7% | -80.9% |
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 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