+737.9%
BE vs MET
+205.1%
+532.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.5% | +12.5% | +12.6% |
| 7D | +4.5% | 0.0% | +4.5% | +5.0% |
| 30D | -20.1% | +3.4% | -23.5% | -21.6% |
| 3M | -0.8% | +7.0% | -7.8% | -5.6% |
| 6M | -26.2% | +34.6% | -60.9% | -42.1% |
| YTD | +141.1% | +34.0% | +107.1% | +88.6% |
| 1Y | +64.8% | +35.9% | +28.9% | +27.6% |
| 3Y | +1,887.4% | +85.5% | +1,801.9% | +1,102.8% |
| 5Y | +518.1% | +87.8% | +430.3% | +276.0% |
| All | +737.9% | +205.1% | +532.8% | +215.6% |
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