+1,191.8%
CI vs MET
+1,300.1%
-108.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | +1.3% | +1.2% | +0.2% | +0.8% |
| 30D | +4.4% | +1.4% | +3.0% | +3.8% |
| 3M | +0.7% | +17.7% | -17.0% | -6.1% |
| 6M | +0.3% | +35.0% | -34.6% | -11.7% |
| YTD | +3.8% | +26.3% | -22.5% | -6.5% |
| 1Y | -5.5% | +22.8% | -28.3% | -14.2% |
| 3Y | +8.1% | +65.9% | -57.8% | -16.0% |
| 5Y | +42.8% | +85.4% | -42.6% | +4.1% |
| 10Y | +143.9% | +253.7% | -109.8% | +28.1% |
| All | +1,191.8% | +1,300.1% | -108.4% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling