+571.7%
BNY vs MET
+1,293.3%
-721.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -0.2% | +0.5% | -0.7% | -0.5% |
| 3M | +14.9% | +11.6% | +3.3% | +7.4% |
| 6M | +40.0% | +40.8% | -0.8% | +14.0% |
| YTD | +42.0% | +25.7% | +16.3% | +23.2% |
| 1Y | +56.9% | +24.4% | +32.5% | +36.5% |
| 3Y | +289.9% | +67.5% | +222.4% | +180.5% |
| 5Y | +259.2% | +85.8% | +173.4% | +142.9% |
| 10Y | +413.3% | +246.8% | +166.5% | +131.5% |
| All | +571.7% | +1,293.3% | -721.5% | +21.7% |
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 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