+31.2%
BIL vs MET
+195.0%
-163.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | +2.1% | -2.0% | +0.1% |
| 30D | +0.3% | +1.8% | -1.5% | +0.3% |
| 3M | +0.9% | +6.0% | -5.1% | +0.9% |
| 6M | +1.8% | +31.1% | -29.3% | +1.9% |
| YTD | +3.1% | +32.6% | -29.4% | +3.2% |
| 1Y | +3.7% | +30.5% | -26.8% | +3.7% |
| 3Y | +13.8% | +83.6% | -69.7% | +13.9% |
| 5Y | +20.2% | +84.2% | -63.9% | +20.4% |
| 10Y | +26.1% | +196.6% | -170.4% | +26.4% |
| All | +31.2% | +195.0% | -163.7% | +31.8% |
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