+258.5%
BAC vs MET
+1,317.8%
-1,059.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.4% |
| 7D | -1.2% | -1.2% | 0.0% | -0.3% |
| 30D | -7.7% | +3.2% | -10.9% | -9.9% |
| 3M | -21.2% | -1.1% | -20.1% | -20.8% |
| 6M | -6.8% | +25.0% | -31.9% | -21.6% |
| YTD | -8.7% | +27.9% | -36.6% | -24.8% |
| 1Y | -5.3% | +32.9% | -38.2% | -24.3% |
| 3Y | +87.4% | +78.8% | +8.7% | +18.6% |
| 5Y | +18.9% | +79.6% | -60.7% | -25.3% |
| 10Y | +273.3% | +228.1% | +45.2% | +48.4% |
| All | +258.5% | +1,317.8% | -1,059.3% | -28.7% |
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