+354.7%
BAC vs MET
+1,300.1%
-945.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +1.1% |
| 7D | +1.1% | +1.2% | -0.1% | +0.2% |
| 30D | -0.4% | +1.4% | -1.8% | -1.7% |
| 3M | +16.9% | +17.7% | -0.8% | +3.1% |
| 6M | +26.6% | +35.0% | -8.4% | +0.8% |
| YTD | +15.8% | +26.3% | -10.5% | -3.5% |
| 1Y | +27.2% | +22.8% | +4.3% | +7.6% |
| 3Y | +132.4% | +65.9% | +66.5% | +55.6% |
| 5Y | +72.6% | +85.4% | -12.8% | +6.0% |
| 10Y | +389.7% | +253.7% | +136.0% | +84.7% |
| All | +354.7% | +1,300.1% | -945.4% | -8.5% |
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