+194.4%
MET vs BLDR
+479.0%
-284.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | +4.5% | -3.0% | +7.4% | +5.3% |
| 30D | +3.5% | +20.1% | -16.6% | -2.4% |
| 3M | +5.9% | -17.5% | +23.4% | +10.7% |
| 6M | +33.1% | -16.1% | +49.2% | +36.0% |
| YTD | +33.6% | -41.0% | +74.6% | +49.7% |
| 1Y | +32.7% | -41.6% | +74.3% | +48.7% |
| 3Y | +85.0% | -50.8% | +135.9% | +104.7% |
| 5Y | +85.6% | -10.8% | +96.4% | +55.2% |
| All | +194.4% | +479.0% | -284.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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