-12.8%
BKNG vs MET
+24.0%
-36.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | -6.0% | +1.2% | -7.2% | -6.6% |
| 30D | -6.6% | +1.4% | -8.0% | -7.6% |
| 3M | +15.7% | +17.7% | -2.0% | +4.8% |
| 6M | +14.1% | +35.0% | -20.8% | -5.9% |
| YTD | -9.3% | +26.3% | -35.6% | -22.0% |
| 1Y | -12.8% | +22.8% | -35.6% | -24.8% |
| All | -12.8% | +24.0% | -36.7% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling