+30.5%
MET vs BIYA
-98.5%
+129.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +2.1% | +10.0% | -7.9% | +2.1% |
| 30D | +1.8% | -17.7% | +19.5% | +1.8% |
| 3M | +6.0% | -55.0% | +61.0% | +6.0% |
| 6M | +31.1% | -85.1% | +116.2% | +31.4% |
| YTD | +32.6% | -96.9% | +129.4% | +33.0% |
| 1Y | +30.5% | -98.5% | +128.9% | +30.9% |
| All | +30.5% | -98.5% | +129.0% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling