+1.5%
CARR vs MET
+66.8%
-65.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -3.8% | -0.5% | -3.3% | -3.6% |
| 30D | -8.9% | +0.5% | -9.4% | -9.2% |
| 3M | -17.3% | +11.6% | -28.9% | -22.1% |
| 6M | -1.4% | +40.8% | -42.2% | -18.2% |
| YTD | +10.0% | +25.7% | -15.7% | -3.4% |
| 1Y | -6.4% | +24.4% | -30.7% | -17.6% |
| 3Y | +1.5% | +67.5% | -65.9% | -24.6% |
| All | +1.5% | +66.8% | -65.2% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling