+78.9%
MET vs BROS
+41.2%
+37.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | +1.1% | -0.9% | +2.1% | +1.2% |
| 30D | -2.3% | -13.5% | +11.1% | -1.2% |
| 3M | +13.9% | -18.4% | +32.3% | +15.2% |
| 6M | +34.8% | -10.6% | +45.4% | +35.0% |
| YTD | +23.5% | -25.1% | +48.6% | +25.3% |
| 1Y | +23.4% | -28.6% | +52.0% | +25.4% |
| 3Y | +64.9% | +65.6% | -0.7% | +55.2% |
| All | +78.9% | +41.2% | +37.7% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling