+82.7%
MET vs PBR
+552.2%
-469.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -0.5% | +5.4% | -5.9% | -1.3% |
| 30D | +0.5% | +22.9% | -22.4% | -2.6% |
| 3M | +11.6% | +19.6% | -8.0% | +8.5% |
| 6M | +40.8% | +16.5% | +24.3% | +36.8% |
| YTD | +25.7% | +86.7% | -61.0% | +12.6% |
| 1Y | +24.4% | +74.7% | -50.4% | +12.4% |
| 3Y | +67.5% | +102.6% | -35.1% | +45.5% |
| All | +82.7% | +552.2% | -469.4% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling