+64.9%
MET vs BB
+68.2%
-3.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | -2.3% | -12.4% | +10.0% | -1.3% |
| 3M | +13.9% | -15.3% | +29.2% | +14.4% |
| 6M | +34.8% | +128.8% | -94.0% | +20.6% |
| YTD | +23.5% | +107.7% | -84.1% | +11.7% |
| 1Y | +23.4% | +103.9% | -80.5% | +11.3% |
| 3Y | +64.9% | +72.6% | -7.7% | +42.9% |
| All | +64.9% | +68.2% | -3.3% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling