+259.1%
MET vs BURL
+970.5%
-711.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -1.2% | +4.1% | -5.2% | -2.2% |
| 30D | +3.2% | -9.5% | +12.7% | +5.7% |
| 3M | -1.1% | -33.5% | +32.4% | +9.3% |
| 6M | +25.0% | -22.1% | +47.1% | +31.8% |
| YTD | +27.9% | -14.6% | +42.4% | +31.0% |
| 1Y | +32.9% | -8.4% | +41.2% | +32.9% |
| 3Y | +78.8% | +86.6% | -7.8% | +41.4% |
| 5Y | +79.6% | -17.2% | +96.7% | +70.5% |
| 10Y | +228.1% | +256.4% | -28.3% | +116.0% |
| All | +259.1% | +970.5% | -711.5% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling