+23.8%
MET vs BIYA
-99.8%
+123.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | +1.2% | +1.3% | -0.2% | +1.1% |
| 30D | +1.4% | -21.0% | +22.4% | +1.5% |
| 3M | +17.7% | -74.3% | +92.0% | +18.0% |
| 6M | +35.0% | -84.6% | +119.6% | +35.1% |
| YTD | +26.3% | -94.2% | +120.4% | +26.9% |
| 1Y | +22.8% | -98.2% | +121.0% | +25.5% |
| All | +23.8% | -99.8% | +123.5% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling