+51.0%
MET vs BAM
+81.2%
-30.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +4.5% | -2.7% | +7.1% | +5.6% |
| 30D | +3.5% | +15.5% | -12.0% | -2.7% |
| 3M | +5.9% | -6.9% | +12.8% | +8.8% |
| 6M | +33.1% | +9.9% | +23.2% | +26.7% |
| YTD | +33.6% | +1.4% | +32.2% | +31.1% |
| 1Y | +32.7% | +3.3% | +29.4% | +29.0% |
| 3Y | +85.0% | +83.6% | +1.4% | +42.8% |
| All | +51.0% | +81.2% | -30.3% | +16.2% |
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