+5,001.6%
CAT vs MET
+1,317.8%
+3,683.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -10.3% | -1.2% | -9.1% | -9.9% |
| 30D | -31.2% | +3.2% | -34.4% | -32.2% |
| 3M | -34.7% | -1.1% | -33.6% | -34.5% |
| 6M | -39.5% | +25.0% | -64.5% | -45.5% |
| YTD | -1.7% | +27.9% | -29.5% | -12.3% |
| 1Y | -1.1% | +32.9% | -34.0% | -13.3% |
| 3Y | +143.9% | +78.8% | +65.1% | +87.9% |
| 5Y | +194.8% | +79.6% | +115.2% | +126.5% |
| 10Y | +739.8% | +228.1% | +511.7% | +399.0% |
| All | +5,001.6% | +1,317.8% | +3,683.9% | +1,543.9% |
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