+238.7%
MET vs BBWI
-57.0%
+295.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +1.6% |
| 7D | -0.8% | -4.4% | +3.7% | +0.2% |
| 30D | -1.4% | -7.4% | +6.0% | 0.0% |
| 3M | +12.5% | -2.2% | +14.7% | +11.9% |
| 6M | +37.1% | -16.3% | +53.4% | +39.7% |
| YTD | +23.8% | -9.1% | +32.9% | +23.0% |
| 1Y | +24.1% | -34.5% | +58.6% | +31.6% |
| 3Y | +65.2% | -47.0% | +112.2% | +76.0% |
| 5Y | +82.3% | -68.8% | +151.1% | +112.0% |
| All | +238.7% | -57.0% | +295.7% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling