+25.1%
BX vs MET
+64.3%
-39.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -5.7% | -0.8% | -4.9% | -5.1% |
| 30D | -8.9% | -1.4% | -7.5% | -8.0% |
| 3M | +8.4% | +12.5% | -4.1% | -2.6% |
| 6M | +18.9% | +37.1% | -18.2% | -9.5% |
| YTD | -13.6% | +23.8% | -37.4% | -28.2% |
| 1Y | -22.4% | +24.1% | -46.6% | -36.1% |
| All | +25.1% | +64.3% | -39.2% | -19.6% |
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