+210.7%
BP vs MET
+1,385.2%
-1,174.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -3.1% | +3.4% | -6.5% | -4.4% |
| 3M | +6.2% | +7.0% | -0.8% | +3.5% |
| 6M | +4.8% | +34.6% | -29.8% | -5.4% |
| YTD | +35.2% | +34.0% | +1.2% | +21.4% |
| 1Y | +27.4% | +35.9% | -8.5% | +13.8% |
| 3Y | +49.8% | +85.5% | -35.7% | +19.0% |
| 5Y | +109.4% | +87.8% | +21.6% | +65.3% |
| 10Y | +135.7% | +199.7% | -64.0% | +58.1% |
| All | +210.7% | +1,385.2% | -1,174.5% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling