+695.3%
CAT vs MET
+195.0%
+500.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | +9.3% | +2.1% | +7.2% | +8.0% |
| 30D | -21.5% | +1.8% | -23.3% | -22.4% |
| 3M | -29.1% | +6.0% | -35.1% | -31.9% |
| 6M | -33.4% | +31.1% | -64.5% | -44.5% |
| YTD | +6.6% | +32.6% | -26.0% | -12.1% |
| 1Y | +6.5% | +30.5% | -23.9% | -11.4% |
| 3Y | +162.7% | +83.6% | +79.1% | +72.9% |
| 5Y | +214.2% | +84.2% | +130.0% | +104.1% |
| All | +695.3% | +195.0% | +500.3% | +259.5% |
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