+140.4%
CI vs MET
+247.1%
-106.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -0.9% |
| 7D | -2.0% | +1.1% | -3.2% | -2.5% |
| 30D | -1.8% | -2.3% | +0.5% | -0.8% |
| 3M | -4.2% | +13.9% | -18.1% | -9.6% |
| 6M | +2.7% | +34.8% | -32.1% | -10.0% |
| YTD | +1.9% | +23.5% | -21.6% | -7.7% |
| 1Y | -6.3% | +23.4% | -29.7% | -15.3% |
| 3Y | +3.9% | +64.9% | -61.0% | -21.0% |
| 5Y | +41.9% | +82.0% | -40.2% | +0.5% |
| 10Y | +140.4% | +244.4% | -104.0% | +18.6% |
| All | +140.4% | +247.1% | -106.7% | +18.6% |
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