+220.1%
C vs MET
+227.5%
-7.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | -0.4% |
| 7D | -0.9% | +1.3% | -2.2% | -2.0% |
| 30D | -5.4% | +4.0% | -9.4% | -8.5% |
| 3M | -9.2% | +4.6% | -13.8% | -12.7% |
| 6M | -1.8% | +32.8% | -34.6% | -23.4% |
| YTD | +6.7% | +32.3% | -25.6% | -16.8% |
| 1Y | +23.5% | +37.1% | -13.6% | -6.7% |
| 3Y | +219.8% | +86.8% | +132.9% | +82.8% |
| 5Y | +112.4% | +87.4% | +25.0% | +18.5% |
| 10Y | +220.1% | +209.9% | +10.2% | +6.4% |
| All | +220.1% | +227.5% | -7.4% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling