+66.8%
MET vs BBY
+38.5%
+28.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | 0.0% | +5.8% | -5.8% | -1.5% |
| 3M | +13.1% | +18.0% | -4.9% | +7.9% |
| 6M | +39.0% | +39.8% | -0.9% | +25.9% |
| YTD | +25.2% | +35.4% | -10.2% | +14.2% |
| 1Y | +25.6% | +21.4% | +4.2% | +17.8% |
| All | +66.8% | +38.5% | +28.3% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling