+66.8%
MET vs BAX
-34.3%
+101.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -2.5% | -5.4% | +3.0% | -1.4% |
| 30D | 0.0% | -12.4% | +12.4% | +2.6% |
| 3M | +13.1% | +19.1% | -6.0% | +8.6% |
| 6M | +39.0% | +38.6% | +0.4% | +28.9% |
| YTD | +25.2% | +26.7% | -1.5% | +17.4% |
| 1Y | +25.6% | +1.0% | +24.6% | +22.9% |
| All | +66.8% | -34.3% | +101.2% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling