+32.1%
CL vs MET
+35.0%
-2.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +2.8% |
| 7D | +7.7% | +3.9% | +3.8% | +6.8% |
| 30D | +15.2% | +6.8% | +8.4% | +13.7% |
| 3M | +7.3% | +7.7% | -0.3% | +5.7% |
| 6M | +17.0% | +32.9% | -15.9% | +12.0% |
| YTD | +28.0% | +33.9% | -5.9% | +21.5% |
| 1Y | +32.1% | +33.0% | -0.9% | +25.6% |
| All | +32.1% | +35.0% | -2.9% | +25.6% |
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 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