+194.4%
MET vs BUD
-2.1%
+196.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.2% |
| 7D | +4.5% | +1.0% | +3.4% | +4.0% |
| 30D | +3.5% | +6.7% | -3.1% | +0.2% |
| 3M | +5.9% | +5.7% | +0.2% | +2.9% |
| 6M | +33.1% | +5.8% | +27.2% | +28.7% |
| YTD | +33.6% | +34.4% | -0.8% | +14.2% |
| 1Y | +32.7% | +33.3% | -0.6% | +13.9% |
| 3Y | +85.0% | +48.8% | +36.2% | +46.0% |
| 5Y | +85.6% | +52.5% | +33.1% | +41.0% |
| All | +194.4% | -2.1% | +196.5% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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