-39.4%
C vs MET
+1,300.1%
-1,339.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +1.0% |
| 7D | +3.6% | +1.2% | +2.5% | +2.7% |
| 30D | +0.1% | +1.4% | -1.4% | -1.3% |
| 3M | +2.4% | +17.7% | -15.3% | -10.4% |
| 6M | +24.9% | +35.0% | -10.1% | -1.7% |
| YTD | +19.8% | +26.3% | -6.5% | -1.0% |
| 1Y | +44.9% | +22.8% | +22.0% | +21.9% |
| 3Y | +263.0% | +65.9% | +197.0% | +139.3% |
| 5Y | +129.5% | +85.4% | +44.2% | +36.9% |
| 10Y | +291.6% | +253.7% | +37.9% | +41.0% |
| All | -39.4% | +1,300.1% | -1,339.5% | -88.5% |
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