+23.1%
MET vs BIYA
-99.8%
+122.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.4% |
| 7D | -0.5% | -1.8% | +1.3% | -0.5% |
| 30D | +0.5% | -17.5% | +18.0% | +0.5% |
| 3M | +11.6% | -78.0% | +89.6% | +12.0% |
| 6M | +40.8% | -89.5% | +130.3% | +41.3% |
| YTD | +25.7% | -94.3% | +119.9% | +26.3% |
| 1Y | +24.4% | -98.6% | +123.0% | +27.9% |
| All | +23.1% | -99.8% | +122.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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