+84.6%
MET vs BURL
+94.5%
-9.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.0% |
| 7D | +1.8% | +5.9% | -4.1% | +0.8% |
| 30D | +4.8% | -8.3% | +13.1% | +6.2% |
| 3M | +6.2% | -31.6% | +37.8% | +13.2% |
| 6M | +33.8% | -16.6% | +50.4% | +37.1% |
| YTD | +33.3% | -12.1% | +45.4% | +35.0% |
| 1Y | +36.3% | -10.0% | +46.3% | +37.1% |
| 3Y | +84.6% | +94.3% | -9.7% | +75.3% |
| All | +84.6% | +94.5% | -9.9% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling