+950.6%
BX vs MET
+189.8%
+760.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | -2.3% | -2.3% | 0.0% | -1.2% |
| 3M | +18.5% | +13.9% | +4.6% | +10.7% |
| 6M | +23.7% | +34.8% | -11.1% | +6.3% |
| YTD | -10.4% | +23.5% | -33.9% | -19.3% |
| 1Y | -19.6% | +23.4% | -43.0% | -27.7% |
| 3Y | +30.8% | +64.9% | -34.1% | +2.6% |
| 5Y | +24.3% | +82.0% | -57.7% | -6.4% |
| 10Y | +679.5% | +244.4% | +435.1% | +312.4% |
| All | +950.6% | +189.8% | +760.8% | +370.1% |
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