+765.2%
MET vs PBR
+1,873.9%
-1,108.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -1.4% | +17.5% | -18.9% | -6.3% |
| 3M | +12.5% | +20.9% | -8.4% | +5.7% |
| 6M | +37.1% | +20.2% | +16.8% | +28.0% |
| YTD | +23.8% | +84.3% | -60.5% | +1.1% |
| 1Y | +24.1% | +77.1% | -53.0% | +2.2% |
| 3Y | +65.2% | +100.8% | -35.6% | +27.6% |
| 5Y | +82.3% | +556.1% | -473.9% | -8.7% |
| 10Y | +241.6% | +676.1% | -434.5% | +36.6% |
| All | +765.2% | +1,873.9% | -1,108.7% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling