+635.8%
BX vs MET
+197.3%
+438.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.9% |
| 7D | +0.6% | +4.5% | -3.9% | -2.3% |
| 30D | +14.2% | +3.5% | +10.7% | +11.7% |
| 3M | -18.7% | +5.9% | -24.7% | -21.9% |
| 6M | +2.5% | +33.1% | -30.6% | -15.6% |
| YTD | -18.8% | +33.6% | -52.4% | -33.1% |
| 1Y | -10.3% | +32.7% | -43.0% | -25.9% |
| 3Y | +35.4% | +85.0% | -49.7% | -9.4% |
| 5Y | +0.3% | +85.6% | -85.3% | -32.5% |
| All | +635.8% | +197.3% | +438.5% | +222.3% |
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