+80.1%
CLF vs MET
+227.5%
-147.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.5% | +3.5% | +4.0% |
| 7D | -14.1% | +1.3% | -15.4% | -15.0% |
| 30D | -5.5% | +4.0% | -9.6% | -9.4% |
| 3M | 0.0% | +4.6% | -4.6% | -4.6% |
| 6M | +11.3% | +32.8% | -21.6% | -14.8% |
| YTD | -7.7% | +32.3% | -40.0% | -28.9% |
| 1Y | +17.5% | +37.1% | -19.6% | -12.4% |
| 3Y | -25.4% | +86.8% | -112.3% | -58.3% |
| 5Y | -46.0% | +87.4% | -133.3% | -70.2% |
| 10Y | +80.1% | +209.9% | -129.8% | -36.7% |
| All | +80.1% | +227.5% | -147.4% | -36.7% |
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