+380.3%
MET vs BAH
+1,077.1%
-696.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | +3.4% | +18.0% | -14.6% | -2.2% |
| 3M | +7.0% | +11.4% | -4.5% | +2.8% |
| 6M | +34.6% | +17.7% | +16.9% | +26.0% |
| YTD | +34.0% | +5.4% | +28.6% | +27.9% |
| 1Y | +35.9% | +2.8% | +33.2% | +30.5% |
| 3Y | +85.5% | -26.7% | +112.1% | +90.1% |
| 5Y | +87.8% | +8.1% | +79.7% | +60.9% |
| 10Y | +199.7% | +202.5% | -2.8% | +70.9% |
| All | +380.3% | +1,077.1% | -696.8% | +39.8% |
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