+73.4%
CL vs MET
+222.3%
-148.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | +11.4% | +3.2% | +8.1% | +10.7% |
| 3M | +4.4% | -1.1% | +5.5% | +4.6% |
| 6M | +10.8% | +25.0% | -14.2% | +6.3% |
| YTD | +25.1% | +27.9% | -2.7% | +19.3% |
| 1Y | +28.0% | +32.9% | -4.9% | +21.1% |
| 3Y | +37.6% | +78.8% | -41.2% | +21.5% |
| 5Y | +39.7% | +79.6% | -39.9% | +22.1% |
| All | +73.4% | +222.3% | -148.9% | +36.5% |
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