+243.8%
MET vs BAX
-38.1%
+281.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.9% |
| 7D | -0.5% | -7.9% | +7.4% | +2.4% |
| 30D | +0.5% | -11.7% | +12.2% | +4.9% |
| 3M | +11.6% | +16.2% | -4.6% | +4.8% |
| 6M | +40.8% | +32.0% | +8.8% | +25.6% |
| YTD | +25.7% | +24.7% | +0.9% | +12.9% |
| 1Y | +24.4% | -2.6% | +27.0% | +21.7% |
| 3Y | +67.5% | -35.0% | +102.4% | +84.9% |
| 5Y | +85.8% | -67.6% | +153.4% | +185.0% |
| All | +243.8% | -38.1% | +281.9% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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