+241.6%
MET vs BAH
+186.6%
+54.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.8% | -1.3% | +0.6% | -0.4% |
| 30D | -1.4% | -6.6% | +5.2% | +0.5% |
| 3M | +12.5% | -7.2% | +19.7% | +14.3% |
| 6M | +37.1% | -10.0% | +47.1% | +39.7% |
| YTD | +23.8% | -12.5% | +36.2% | +25.7% |
| 1Y | +24.1% | -27.9% | +52.0% | +33.6% |
| 3Y | +65.2% | -31.4% | +96.6% | +68.9% |
| 5Y | +82.3% | -3.2% | +85.5% | +55.8% |
| 10Y | +241.6% | +191.5% | +50.1% | +118.6% |
| All | +241.6% | +186.6% | +54.9% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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