+243.8%
MET vs BN
+265.2%
-21.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | -0.5% | -5.2% | +4.7% | +2.8% |
| 30D | +0.5% | -14.5% | +15.0% | +10.5% |
| 3M | +11.6% | -15.0% | +26.6% | +23.0% |
| 6M | +40.8% | -5.4% | +46.2% | +44.0% |
| YTD | +25.7% | -16.4% | +42.1% | +38.4% |
| 1Y | +24.4% | -16.2% | +40.6% | +36.0% |
| 3Y | +67.5% | +67.5% | -0.1% | +12.9% |
| 5Y | +85.8% | +34.1% | +51.7% | +38.6% |
| All | +243.8% | +265.2% | -21.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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