+425.9%
CARR vs MET
+330.8%
+95.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | -8.7% | -1.4% | -7.3% | -8.1% |
| 3M | -18.4% | +12.5% | -30.9% | -23.6% |
| 6M | -0.6% | +37.1% | -37.7% | -16.0% |
| YTD | +10.9% | +23.8% | -12.9% | -1.6% |
| 1Y | -7.3% | +24.1% | -31.4% | -18.1% |
| 3Y | +2.9% | +65.2% | -62.3% | -22.1% |
| 5Y | +9.6% | +82.3% | -72.6% | -21.3% |
| All | +425.9% | +330.8% | +95.2% | +159.8% |
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