+97.5%
MET vs BTDR
+19.6%
+77.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.2% |
| 7D | -0.5% | -3.4% | +2.9% | -0.4% |
| 30D | +0.5% | +32.6% | -32.1% | -0.6% |
| 3M | +11.6% | -32.2% | +43.8% | +12.6% |
| 6M | +40.8% | +52.4% | -11.6% | +36.7% |
| YTD | +25.7% | +6.7% | +19.0% | +23.3% |
| 1Y | +24.4% | -15.2% | +39.6% | +22.0% |
| 3Y | +67.5% | +14.9% | +52.6% | +56.1% |
| 5Y | +85.8% | +20.8% | +65.0% | +69.9% |
| All | +97.5% | +19.6% | +77.9% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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