+150.3%
CI vs MET
+206.5%
-56.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.8% | +2.2% |
| 7D | +2.6% | +1.8% | +0.8% | +1.8% |
| 30D | +7.3% | +4.8% | +2.5% | +5.2% |
| 3M | +9.5% | +6.2% | +3.3% | +6.6% |
| 6M | +6.4% | +33.8% | -27.4% | -6.4% |
| YTD | +12.0% | +33.3% | -21.3% | -1.9% |
| 1Y | +20.1% | +36.3% | -16.3% | +4.0% |
| 3Y | +9.6% | +84.6% | -75.0% | -20.8% |
| 5Y | +52.7% | +87.7% | -35.0% | +7.0% |
| 10Y | +150.3% | +198.0% | -47.7% | +26.8% |
| All | +150.3% | +206.5% | -56.2% | +26.8% |
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