+243.8%
MET vs BB
+1.6%
+242.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +0.5% | -12.5% | +13.0% | +2.1% |
| 3M | +11.6% | -17.4% | +29.0% | +13.1% |
| 6M | +40.8% | +119.1% | -78.4% | +23.2% |
| YTD | +25.7% | +102.4% | -76.7% | +11.1% |
| 1Y | +24.4% | +98.2% | -73.8% | +9.7% |
| 3Y | +67.5% | +46.9% | +20.5% | +48.0% |
| 5Y | +85.8% | -26.4% | +112.2% | +75.3% |
| All | +243.8% | +1.6% | +242.2% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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