+22.8%
MET vs PBR
+70.4%
-47.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.7% |
| 7D | +1.2% | +8.6% | -7.4% | +1.4% |
| 30D | +1.4% | +12.8% | -11.4% | +1.8% |
| 3M | +17.7% | +14.7% | +3.0% | +18.0% |
| 6M | +35.0% | +25.2% | +9.8% | +34.7% |
| YTD | +26.3% | +77.1% | -50.9% | +25.5% |
| 1Y | +22.8% | +69.6% | -46.7% | +20.8% |
| All | +22.8% | +70.4% | -47.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling