-6.3%
CI vs MET
+24.0%
-30.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.2% |
| 7D | -2.0% | +1.1% | -3.2% | -2.3% |
| 30D | -1.8% | -2.3% | +0.5% | -1.2% |
| 3M | -4.2% | +13.9% | -18.1% | -7.2% |
| 6M | +2.7% | +34.8% | -32.1% | -4.0% |
| YTD | +1.9% | +23.5% | -21.6% | -3.6% |
| 1Y | -6.3% | +23.4% | -29.7% | -11.0% |
| All | -6.3% | +24.0% | -30.3% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling