+569.5%
MET vs BG
+1,185.2%
-615.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -3.9% |
| 7D | +1.1% | +2.4% | -1.2% | +0.1% |
| 30D | -2.3% | +15.0% | -17.4% | -8.1% |
| 3M | +13.9% | -0.7% | +14.5% | +13.2% |
| 6M | +34.8% | +7.5% | +27.3% | +28.6% |
| YTD | +23.5% | +41.6% | -18.1% | +4.6% |
| 1Y | +23.4% | +50.7% | -27.3% | +0.8% |
| 3Y | +64.9% | +20.3% | +44.6% | +44.4% |
| 5Y | +82.0% | +85.2% | -3.2% | +28.5% |
| 10Y | +244.4% | +160.6% | +83.7% | +96.3% |
| All | +569.5% | +1,185.2% | -615.7% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling