+554.8%
XYZ vs MET
+225.9%
+328.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.8% |
| 7D | +12.6% | +1.8% | +10.8% | +11.6% |
| 30D | +10.8% | +4.8% | +6.0% | +7.8% |
| 3M | +8.4% | +6.2% | +2.2% | +4.5% |
| 6M | +14.3% | +33.8% | -19.5% | -5.0% |
| YTD | +31.5% | +33.3% | -1.8% | +9.0% |
| 1Y | +28.1% | +36.3% | -8.2% | +4.6% |
| 3Y | +66.2% | +84.6% | -18.4% | +12.4% |
| 5Y | -62.3% | +87.7% | -150.0% | -74.0% |
| 10Y | +634.6% | +198.0% | +436.6% | +250.7% |
| All | +554.8% | +225.9% | +328.9% | +173.9% |
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 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