+243.8%
MET vs BBY
+252.7%
-8.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.7% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +0.5% | +9.4% | -8.9% | -2.8% |
| 3M | +11.6% | +19.3% | -7.7% | +4.2% |
| 6M | +40.8% | +47.9% | -7.1% | +20.4% |
| YTD | +25.7% | +39.6% | -13.9% | +9.4% |
| 1Y | +24.4% | +22.2% | +2.2% | +13.0% |
| 3Y | +67.5% | +45.0% | +22.5% | +36.5% |
| 5Y | +85.8% | +2.6% | +83.2% | +65.6% |
| All | +243.8% | +252.7% | -8.9% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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