+52.4%
CL vs MET
+256.6%
-204.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.2% |
| 7D | -2.2% | +1.2% | -3.3% | -2.4% |
| 30D | -4.8% | +1.4% | -6.2% | -5.1% |
| 3M | +4.9% | +17.7% | -12.8% | +1.8% |
| 6M | -5.7% | +35.0% | -40.7% | -10.8% |
| YTD | +14.4% | +26.3% | -11.9% | +9.4% |
| 1Y | +8.7% | +22.8% | -14.1% | +4.3% |
| 3Y | +30.0% | +65.9% | -36.0% | +16.4% |
| 5Y | +28.4% | +85.4% | -57.0% | +11.4% |
| All | +52.4% | +256.6% | -204.2% | +13.2% |
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