+1,274.9%
MET vs BBWI
+304.4%
+970.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | 0.0% |
| 7D | +2.1% | -4.5% | +6.7% | +3.7% |
| 30D | +1.8% | +17.1% | -15.3% | -3.9% |
| 3M | +6.0% | +17.5% | -11.5% | -1.1% |
| 6M | +31.1% | +12.8% | +18.3% | +21.8% |
| YTD | +32.6% | +8.2% | +24.4% | +22.2% |
| 1Y | +30.5% | -1.8% | +32.3% | +21.8% |
| 3Y | +83.6% | -25.8% | +109.3% | +74.9% |
| 5Y | +84.2% | -68.0% | +152.2% | +121.8% |
| 10Y | +196.6% | -47.6% | +244.2% | +127.3% |
| All | +1,274.9% | +304.4% | +970.5% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling