+977.1%
BE vs MET
+181.9%
+795.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +23.9% | -0.8% | +24.7% | +24.4% |
| 30D | +27.8% | -1.4% | +29.2% | +28.8% |
| 3M | +3.7% | +12.5% | -8.8% | -7.1% |
| 6M | +78.0% | +37.1% | +40.9% | +37.5% |
| YTD | +209.9% | +23.8% | +186.1% | +156.2% |
| 1Y | +389.6% | +24.1% | +365.5% | +302.5% |
| 3Y | +1,730.6% | +65.2% | +1,665.4% | +1,109.6% |
| 5Y | +1,227.8% | +82.3% | +1,145.5% | +723.0% |
| All | +977.1% | +181.9% | +795.2% | +328.7% |
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 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