+64.9%
MET vs BLDR
-54.9%
+119.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.4% |
| 7D | +1.1% | -0.3% | +1.5% | +1.2% |
| 30D | -2.3% | -16.2% | +13.9% | +0.5% |
| 3M | +13.9% | -14.4% | +28.3% | +15.6% |
| 6M | +34.8% | -32.8% | +67.6% | +42.8% |
| YTD | +23.5% | -39.2% | +62.7% | +32.9% |
| 1Y | +23.4% | -57.7% | +81.1% | +42.7% |
| 3Y | +64.9% | -55.3% | +120.1% | +78.7% |
| All | +64.9% | -54.9% | +119.7% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling