+246.7%
CB vs MET
+206.5%
+40.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +0.7% | +1.8% | -1.1% | -0.2% |
| 30D | +8.2% | +4.8% | +3.4% | +5.6% |
| 3M | +6.3% | +6.2% | +0.1% | +3.0% |
| 6M | +16.2% | +33.8% | -17.6% | +0.2% |
| YTD | +19.3% | +33.3% | -14.0% | +2.4% |
| 1Y | +29.2% | +36.3% | -7.1% | +9.4% |
| 3Y | +71.4% | +84.6% | -13.1% | +20.2% |
| 5Y | +104.2% | +87.7% | +16.6% | +39.6% |
| 10Y | +246.7% | +198.0% | +48.7% | +70.3% |
| All | +246.7% | +206.5% | +40.2% | +70.3% |
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