+28.0%
CL vs MET
+27.0%
+1.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | +11.4% | +3.2% | +8.1% | +10.8% |
| 3M | +4.4% | -1.1% | +5.5% | +4.6% |
| 6M | +10.8% | +25.0% | -14.2% | +7.1% |
| YTD | +25.1% | +27.9% | -2.7% | +19.7% |
| 1Y | +28.0% | +32.9% | -4.9% | +22.8% |
| All | +28.0% | +27.0% | +1.0% | +22.8% |
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