-4.6%
CARR vs MET
+24.0%
-28.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | -8.7% | +1.4% | -10.2% | -9.1% |
| 3M | -12.6% | +17.7% | -30.3% | -16.7% |
| 6M | -1.5% | +35.0% | -36.5% | -11.7% |
| YTD | +14.3% | +26.3% | -12.0% | +4.4% |
| 1Y | -4.6% | +22.8% | -27.4% | -13.3% |
| All | -4.6% | +24.0% | -28.6% | -13.3% |
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