+266.7%
BAC vs MET
+1,366.8%
-1,100.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | -0.3% |
| 7D | +2.0% | +1.3% | +0.7% | +1.0% |
| 30D | -6.9% | +4.0% | -10.9% | -9.7% |
| 3M | -19.6% | +4.6% | -24.2% | -22.5% |
| 6M | -0.5% | +32.8% | -33.3% | -19.9% |
| YTD | -6.6% | +32.3% | -38.9% | -25.0% |
| 1Y | -3.0% | +37.1% | -40.1% | -24.2% |
| 3Y | +97.3% | +86.8% | +10.5% | +20.8% |
| 5Y | +21.9% | +87.4% | -65.5% | -25.8% |
| 10Y | +251.7% | +209.9% | +41.8% | +45.5% |
| All | +266.7% | +1,366.8% | -1,100.1% | -28.8% |
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