+700.3%
CAT vs MET
+202.5%
+497.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.8% |
| 30D | -24.6% | +3.4% | -27.9% | -26.2% |
| 3M | -28.5% | +7.0% | -35.5% | -31.7% |
| 6M | -34.8% | +34.6% | -69.4% | -46.6% |
| YTD | +5.9% | +34.0% | -28.0% | -13.2% |
| 1Y | +6.8% | +35.9% | -29.1% | -13.4% |
| 3Y | +161.1% | +85.5% | +75.6% | +70.8% |
| 5Y | +213.4% | +87.8% | +125.7% | +101.2% |
| 10Y | +700.3% | +199.7% | +500.6% | +256.0% |
| All | +700.3% | +202.5% | +497.8% | +256.0% |
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