+116.3%
CLF vs MET
+247.1%
-130.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +0.2% |
| 7D | +6.5% | +1.1% | +5.4% | +5.4% |
| 30D | +0.2% | -2.3% | +2.6% | +2.3% |
| 3M | -3.1% | +13.9% | -17.0% | -14.2% |
| 6M | +25.0% | +34.8% | -9.8% | -4.7% |
| YTD | -7.5% | +23.5% | -31.0% | -23.9% |
| 1Y | +11.5% | +23.4% | -11.9% | -8.5% |
| 3Y | -13.7% | +64.9% | -78.6% | -46.0% |
| 5Y | -47.0% | +82.0% | -129.0% | -69.9% |
| 10Y | +116.3% | +244.4% | -128.0% | -31.9% |
| All | +116.3% | +247.1% | -130.8% | -31.9% |
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