+243.8%
MET vs BR
+189.7%
+54.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.5% | -3.0% | +2.5% | +1.1% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +11.6% | +17.3% | -5.7% | +1.6% |
| 6M | +40.8% | -6.7% | +47.5% | +44.3% |
| YTD | +25.7% | -23.4% | +49.1% | +43.0% |
| 1Y | +24.4% | -32.7% | +57.0% | +52.4% |
| 3Y | +67.5% | -5.9% | +73.4% | +67.9% |
| 5Y | +85.8% | +8.4% | +77.4% | +66.4% |
| All | +243.8% | +189.7% | +54.1% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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