+142.8%
CI vs MET
+197.3%
-54.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.1% |
| 7D | +1.2% | +4.5% | -3.3% | -0.7% |
| 30D | +2.6% | +3.5% | -1.0% | +1.0% |
| 3M | +7.4% | +5.9% | +1.5% | +4.7% |
| 6M | -0.1% | +33.1% | -33.2% | -12.0% |
| YTD | +9.7% | +33.6% | -23.8% | -4.0% |
| 1Y | +12.1% | +32.7% | -20.6% | -1.7% |
| 3Y | +7.0% | +85.0% | -78.0% | -22.7% |
| 5Y | +49.7% | +85.6% | -35.9% | +5.5% |
| All | +142.8% | +197.3% | -54.5% | +22.6% |
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