+82.7%
MET vs BTG
+78.0%
+4.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.5% | -3.8% | +3.3% | -0.2% |
| 30D | +0.5% | +3.6% | -3.1% | +0.2% |
| 3M | +11.6% | +32.0% | -20.4% | +9.1% |
| 6M | +40.8% | +3.4% | +37.4% | +39.7% |
| YTD | +25.7% | +20.8% | +4.9% | +22.5% |
| 1Y | +24.4% | +22.4% | +1.9% | +20.3% |
| 3Y | +67.5% | +91.7% | -24.3% | +52.5% |
| All | +82.7% | +78.0% | +4.7% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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