+133.9%
BP vs MET
+245.0%
-111.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.0% | -0.8% | +4.7% | +4.3% |
| 30D | +7.8% | -1.4% | +9.2% | +8.3% |
| 3M | +8.4% | +12.5% | -4.1% | +1.3% |
| 6M | +15.1% | +37.1% | -22.0% | -3.9% |
| YTD | +36.4% | +23.8% | +12.6% | +19.7% |
| 1Y | +40.9% | +24.1% | +16.8% | +22.8% |
| 3Y | +38.8% | +65.2% | -26.4% | -0.8% |
| 5Y | +141.1% | +82.3% | +58.8% | +60.0% |
| 10Y | +133.9% | +241.6% | -107.7% | +4.9% |
| All | +133.9% | +245.0% | -111.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling