+83.5%
CLF vs MET
+206.5%
-122.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.2% |
| 7D | -9.1% | +1.8% | -10.8% | -10.3% |
| 30D | -0.9% | +4.8% | -5.7% | -5.6% |
| 3M | +3.0% | +6.2% | -3.2% | -3.0% |
| 6M | +16.7% | +33.8% | -17.1% | -11.2% |
| YTD | -3.2% | +33.3% | -36.5% | -25.9% |
| 1Y | +24.6% | +36.3% | -11.7% | -6.6% |
| 3Y | -22.3% | +84.6% | -106.9% | -56.1% |
| 5Y | -41.2% | +87.7% | -128.9% | -67.6% |
| 10Y | +83.5% | +198.0% | -114.4% | -35.1% |
| All | +83.5% | +206.5% | -122.9% | -35.1% |
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