+30.5%
MET vs BAM
-1.5%
+32.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.2% |
| 7D | +2.1% | -2.0% | +4.1% | +2.9% |
| 30D | +1.8% | +13.7% | -11.9% | -3.0% |
| 3M | +6.0% | -4.8% | +10.8% | +7.8% |
| 6M | +31.1% | +7.6% | +23.5% | +26.3% |
| YTD | +32.6% | +1.2% | +31.4% | +30.1% |
| 1Y | +30.5% | -2.3% | +32.7% | +29.4% |
| All | +30.5% | -1.5% | +32.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling