+280.6%
CME vs MET
+245.0%
+35.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.6% | -0.8% | +0.1% | -0.4% |
| 30D | +4.7% | -1.4% | +6.1% | +5.1% |
| 3M | +7.8% | +12.5% | -4.7% | +3.8% |
| 6M | -11.0% | +37.1% | -48.1% | -19.7% |
| YTD | +4.0% | +23.8% | -19.8% | -3.4% |
| 1Y | +9.1% | +24.1% | -15.0% | +1.0% |
| 3Y | +52.3% | +65.2% | -12.9% | +23.3% |
| 5Y | +76.1% | +82.3% | -6.2% | +33.6% |
| 10Y | +280.6% | +241.6% | +39.0% | +93.4% |
| All | +280.6% | +245.0% | +35.6% | +93.4% |
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