+84.9%
CL vs MET
+206.5%
-121.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.6% | +1.8% | +0.8% | +2.2% |
| 30D | +11.8% | +4.8% | +7.0% | +10.8% |
| 3M | +5.9% | +6.2% | -0.3% | +4.7% |
| 6M | +13.3% | +33.8% | -20.5% | +7.2% |
| YTD | +27.1% | +33.3% | -6.2% | +20.1% |
| 1Y | +28.0% | +36.3% | -8.3% | +20.3% |
| 3Y | +39.4% | +84.6% | -45.2% | +21.8% |
| 5Y | +40.8% | +87.7% | -46.9% | +21.4% |
| 10Y | +84.9% | +198.0% | -113.1% | +34.9% |
| All | +84.9% | +206.5% | -121.6% | +34.9% |
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