-51.4%
CLF vs MET
+78.1%
-129.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.9% |
| 7D | -19.6% | -1.2% | -18.4% | -18.8% |
| 30D | -5.0% | +3.2% | -8.2% | -8.3% |
| 3M | -6.3% | -1.1% | -5.2% | -6.2% |
| 6M | +2.8% | +25.0% | -22.3% | -16.5% |
| YTD | -13.7% | +27.9% | -41.6% | -31.2% |
| 1Y | +13.6% | +32.9% | -19.3% | -12.4% |
| 3Y | -34.0% | +78.8% | -112.8% | -60.7% |
| All | -51.4% | +78.1% | -129.6% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling