+244.4%
MET vs BURL
+206.3%
+38.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -1.1% |
| 7D | +1.1% | -2.6% | +3.7% | +1.8% |
| 30D | -2.3% | -30.8% | +28.5% | +7.9% |
| 3M | +13.9% | -18.7% | +32.5% | +20.0% |
| 6M | +34.8% | -16.4% | +51.2% | +40.3% |
| YTD | +23.5% | -11.6% | +35.1% | +26.1% |
| 1Y | +23.4% | -12.0% | +35.4% | +25.0% |
| 3Y | +64.9% | +63.6% | +1.2% | +33.3% |
| 5Y | +82.0% | -12.6% | +94.6% | +71.2% |
| 10Y | +244.4% | +206.5% | +37.8% | +143.6% |
| All | +244.4% | +206.3% | +38.0% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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