+30.9%
MET vs BIYA
-99.9%
+130.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.5% | +9.0% | -4.6% | +4.5% |
| 30D | +3.5% | -12.9% | +16.5% | +3.5% |
| 3M | +5.9% | -54.7% | +60.6% | +6.0% |
| 6M | +33.1% | -85.1% | +118.1% | +33.1% |
| YTD | +33.6% | -96.9% | +130.4% | +34.3% |
| 1Y | +32.7% | -98.5% | +131.2% | +34.1% |
| All | +30.9% | -99.9% | +130.8% | +36.9% |
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 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