+82.8%
MET vs BROS
+43.3%
+39.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | +1.2% | -6.7% | +7.8% | +1.7% |
| 30D | +1.4% | -29.1% | +30.5% | +4.0% |
| 3M | +17.7% | -16.7% | +34.4% | +18.8% |
| 6M | +35.0% | -11.6% | +46.6% | +35.3% |
| YTD | +26.3% | -23.9% | +50.2% | +27.9% |
| 1Y | +22.8% | -34.8% | +57.6% | +25.7% |
| 3Y | +65.9% | +62.1% | +3.9% | +56.4% |
| All | +82.8% | +43.3% | +39.5% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling