+1,126.0%
CAT vs MET
+247.1%
+879.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.4% |
| 7D | +5.6% | +1.1% | +4.4% | +4.7% |
| 30D | -2.3% | -2.3% | 0.0% | -1.1% |
| 3M | -10.0% | +13.9% | -23.9% | -17.9% |
| 6M | +21.2% | +34.8% | -13.6% | -0.7% |
| YTD | +44.4% | +23.5% | +20.9% | +24.7% |
| 1Y | +96.3% | +23.4% | +72.9% | +68.6% |
| 3Y | +203.9% | +64.9% | +139.0% | +114.1% |
| 5Y | +333.5% | +82.0% | +251.4% | +183.6% |
| 10Y | +1,126.0% | +244.4% | +881.7% | +416.0% |
| All | +1,126.0% | +247.1% | +879.0% | +416.0% |
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