+352.8%
MET vs BAH
+886.2%
-533.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.2% |
| 7D | +1.2% | -3.2% | +4.4% | +2.2% |
| 30D | +1.4% | +2.0% | -0.6% | +0.6% |
| 3M | +17.7% | -7.6% | +25.3% | +19.9% |
| 6M | +35.0% | -5.7% | +40.7% | +35.6% |
| YTD | +26.3% | -11.7% | +38.0% | +28.1% |
| 1Y | +22.8% | -27.4% | +50.2% | +32.5% |
| 3Y | +65.9% | -32.5% | +98.5% | +73.7% |
| 5Y | +85.4% | -3.3% | +88.7% | +63.5% |
| 10Y | +253.7% | +186.0% | +67.7% | +104.4% |
| All | +352.8% | +886.2% | -533.4% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling