+74.6%
CLF vs MET
+197.3%
-122.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.9% |
| 7D | +10.4% | +4.5% | +5.9% | +6.4% |
| 30D | +0.6% | +3.5% | -3.0% | -3.2% |
| 3M | +4.1% | +5.9% | -1.8% | -1.7% |
| 6M | +15.1% | +33.1% | -18.0% | -11.9% |
| YTD | -4.7% | +33.6% | -38.3% | -27.3% |
| 1Y | +20.4% | +32.7% | -12.3% | -7.7% |
| 3Y | -23.4% | +85.0% | -108.4% | -56.8% |
| 5Y | -43.3% | +85.6% | -128.9% | -68.4% |
| All | +74.6% | +197.3% | -122.7% | -38.0% |
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