+47.5%
BP vs MET
+87.0%
-39.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -6.3% | +1.8% | -8.1% | -6.7% |
| 30D | -3.6% | +4.8% | -8.4% | -4.8% |
| 3M | +5.2% | +6.2% | -1.0% | +3.6% |
| 6M | +5.3% | +33.8% | -28.5% | -2.2% |
| YTD | +33.1% | +33.3% | -0.2% | +23.6% |
| 1Y | +26.3% | +36.3% | -10.1% | +16.2% |
| 3Y | +47.5% | +84.6% | -37.1% | +22.7% |
| All | +47.5% | +87.0% | -39.5% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling