+1,203.4%
MET vs BRO
+3,462.3%
-2,258.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.5% | -7.3% | +6.8% | +4.7% |
| 30D | +0.5% | -6.9% | +7.3% | +5.2% |
| 3M | +11.6% | +10.7% | +0.9% | +2.8% |
| 6M | +40.8% | -2.7% | +43.5% | +40.2% |
| YTD | +25.7% | -16.3% | +42.0% | +37.7% |
| 1Y | +24.4% | -29.1% | +53.4% | +52.0% |
| 3Y | +67.5% | -7.8% | +75.3% | +64.9% |
| 5Y | +85.8% | +18.7% | +67.1% | +44.6% |
| 10Y | +246.8% | +291.9% | -45.1% | +14.9% |
| All | +1,203.4% | +3,462.3% | -2,258.9% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 all: compounded portfolio wealth divided by compounded BRO 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…
all analysis · Full analysis span regression · 6 months rolling