+82.3%
MET vs BAX
-67.6%
+149.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -0.8% | -5.1% | +4.3% | +0.4% |
| 30D | -1.4% | -12.2% | +10.8% | +1.5% |
| 3M | +12.5% | +21.8% | -9.3% | +7.0% |
| 6M | +37.1% | +36.3% | +0.8% | +26.5% |
| YTD | +23.8% | +27.8% | -4.0% | +15.1% |
| 1Y | +24.1% | -0.1% | +24.2% | +21.7% |
| 3Y | +65.2% | -33.3% | +98.5% | +75.6% |
| 5Y | +82.3% | -67.1% | +149.3% | +133.8% |
| All | +82.3% | -67.6% | +149.8% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling