+94.1%
MET vs BTDR
+26.7%
+67.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.3% |
| 7D | +1.1% | +22.4% | -21.3% | +0.4% |
| 30D | -2.3% | +16.5% | -18.8% | -3.0% |
| 3M | +13.9% | -31.5% | +45.4% | +14.9% |
| 6M | +34.8% | +74.0% | -39.2% | +30.3% |
| YTD | +23.5% | +13.0% | +10.5% | +21.0% |
| 1Y | +23.4% | -0.2% | +23.6% | +20.3% |
| 3Y | +64.9% | +9.9% | +55.0% | +53.5% |
| 5Y | +82.0% | +28.1% | +53.9% | +66.1% |
| All | +94.1% | +26.7% | +67.4% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling