+661.1%
BX vs MET
+249.3%
+411.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.2% |
| 7D | -5.6% | -0.5% | -5.1% | -5.3% |
| 30D | -12.2% | +0.5% | -12.7% | -12.6% |
| 3M | +7.4% | +11.6% | -4.2% | -0.5% |
| 6M | +22.2% | +40.8% | -18.6% | -2.8% |
| YTD | -14.0% | +25.7% | -39.7% | -26.1% |
| 1Y | -27.3% | +24.4% | -51.7% | -37.3% |
| 3Y | +24.5% | +67.5% | -42.9% | -10.7% |
| 5Y | +18.9% | +85.8% | -66.9% | -19.3% |
| All | +661.1% | +249.3% | +411.7% | +242.5% |
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