+42.5%
CI vs MET
+85.3%
-42.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +1.3% | +1.2% | +0.2% | +0.9% |
| 30D | +4.4% | +1.4% | +3.0% | +3.9% |
| 3M | +0.7% | +17.7% | -17.0% | -4.2% |
| 6M | +0.3% | +35.0% | -34.6% | -8.4% |
| YTD | +3.8% | +26.3% | -22.5% | -3.7% |
| 1Y | -5.5% | +22.8% | -28.3% | -11.7% |
| 3Y | +8.1% | +65.9% | -57.8% | -12.6% |
| All | +42.5% | +85.3% | -42.8% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling