+242.5%
MET vs BBWI
-57.7%
+300.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -2.5% | -8.0% | +5.5% | -0.7% |
| 30D | 0.0% | -6.6% | +6.6% | +1.2% |
| 3M | +13.1% | -2.7% | +15.8% | +12.5% |
| 6M | +39.0% | -12.8% | +51.8% | +40.3% |
| YTD | +25.2% | -10.5% | +35.7% | +24.8% |
| 1Y | +25.6% | -35.3% | +61.0% | +33.5% |
| 3Y | +67.1% | -47.7% | +114.8% | +78.6% |
| 5Y | +85.1% | -68.9% | +154.0% | +115.3% |
| All | +242.5% | -57.7% | +300.2% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling