+391.8%
BAC vs MET
+247.1%
+144.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +1.3% |
| 7D | +1.2% | +1.1% | 0.0% | +0.1% |
| 30D | -0.7% | -2.3% | +1.6% | +1.0% |
| 3M | +16.9% | +13.9% | +3.0% | +4.6% |
| 6M | +29.6% | +34.8% | -5.2% | +0.9% |
| YTD | +15.3% | +23.5% | -8.3% | -4.1% |
| 1Y | +28.8% | +23.4% | +5.4% | +6.7% |
| 3Y | +136.4% | +64.9% | +71.5% | +51.1% |
| 5Y | +72.9% | +82.0% | -9.1% | +0.7% |
| 10Y | +391.8% | +244.4% | +147.4% | +58.4% |
| All | +391.8% | +247.1% | +144.7% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling