+82.7%
MET vs BG
+81.8%
+0.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -0.5% | +3.1% | -3.6% | -1.3% |
| 30D | +0.5% | +10.2% | -9.7% | -2.2% |
| 3M | +11.6% | -1.7% | +13.3% | +11.7% |
| 6M | +40.8% | +1.0% | +39.8% | +39.1% |
| YTD | +25.7% | +39.9% | -14.3% | +12.2% |
| 1Y | +24.4% | +53.2% | -28.9% | +7.2% |
| 3Y | +67.5% | +16.3% | +51.2% | +56.7% |
| All | +82.7% | +81.8% | +0.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling