-1.8%
CARR vs MET
+35.0%
-36.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -0.7% | +3.9% | -4.5% | -1.5% |
| 30D | +0.3% | +6.8% | -6.5% | -1.3% |
| 3M | -14.9% | +7.7% | -22.6% | -16.5% |
| 6M | -14.9% | +32.9% | -47.8% | -22.6% |
| YTD | +7.0% | +33.9% | -26.9% | -4.4% |
| 1Y | -1.8% | +33.0% | -34.8% | -12.3% |
| All | -1.8% | +35.0% | -36.8% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling