+44.5%
MET vs BAM
+86.2%
-41.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -1.2% | +9.7% | -10.9% | -5.0% |
| 30D | +3.2% | +19.0% | -15.8% | -4.2% |
| 3M | -1.1% | +0.6% | -1.7% | -1.7% |
| 6M | +25.0% | +11.1% | +14.0% | +18.5% |
| YTD | +27.9% | +4.2% | +23.7% | +24.1% |
| 1Y | +32.9% | +3.3% | +29.5% | +29.2% |
| 3Y | +78.8% | +88.8% | -10.0% | +36.4% |
| All | +44.5% | +86.2% | -41.7% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling