+838.5%
BX vs MET
+211.0%
+627.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | -1.1% | +2.1% | -3.2% | -2.1% |
| 30D | +8.8% | +1.8% | +7.0% | +7.9% |
| 3M | -18.3% | +6.0% | -24.3% | -20.7% |
| 6M | -1.5% | +31.1% | -32.6% | -14.3% |
| YTD | -19.9% | +32.6% | -52.5% | -30.5% |
| 1Y | -14.5% | +30.5% | -45.0% | -25.2% |
| 3Y | +32.3% | +83.6% | -51.3% | -1.7% |
| 5Y | -1.1% | +84.2% | -85.3% | -26.0% |
| 10Y | +657.8% | +196.6% | +461.2% | +328.8% |
| All | +838.5% | +211.0% | +627.5% | +305.3% |
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 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