+199.7%
MET vs BN
+281.2%
-81.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | 0.0% | -2.4% | +2.5% | +1.6% |
| 30D | +3.4% | +13.5% | -10.1% | -4.7% |
| 3M | +7.0% | -5.9% | +12.9% | +10.6% |
| 6M | +34.6% | -8.9% | +43.6% | +41.2% |
| YTD | +34.0% | -7.9% | +41.8% | +38.4% |
| 1Y | +35.9% | -8.3% | +44.2% | +40.4% |
| 3Y | +85.5% | +100.8% | -15.3% | +11.0% |
| 5Y | +87.8% | +38.2% | +49.5% | +38.4% |
| 10Y | +199.7% | +302.3% | -102.6% | +20.2% |
| All | +199.7% | +281.2% | -81.5% | +20.2% |
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