+712.5%
CAT vs MET
+227.5%
+485.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.5% | +3.7% | +5.1% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | -25.0% | +4.0% | -29.0% | -26.9% |
| 3M | -28.7% | +4.6% | -33.3% | -30.9% |
| 6M | -33.0% | +32.8% | -65.8% | -44.7% |
| YTD | +5.4% | +32.3% | -26.9% | -12.9% |
| 1Y | +7.3% | +37.1% | -29.9% | -13.5% |
| 3Y | +166.0% | +86.8% | +79.2% | +73.2% |
| 5Y | +210.1% | +87.4% | +122.7% | +99.3% |
| 10Y | +712.5% | +209.9% | +502.6% | +255.4% |
| All | +712.5% | +227.5% | +485.1% | +255.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling