+305.8%
CME vs MET
+202.5%
+103.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +2.5% | 0.0% | +2.4% | +2.4% |
| 30D | +13.9% | +3.4% | +10.6% | +12.7% |
| 3M | +22.4% | +7.0% | +15.4% | +19.6% |
| 6M | +12.9% | +34.6% | -21.7% | +2.6% |
| YTD | +19.6% | +34.0% | -14.3% | +8.3% |
| 1Y | +17.7% | +35.9% | -18.3% | +6.0% |
| 3Y | +65.3% | +85.5% | -20.2% | +29.2% |
| 5Y | +75.1% | +87.8% | -12.6% | +33.0% |
| 10Y | +305.8% | +199.7% | +106.1% | +120.7% |
| All | +305.8% | +202.5% | +103.3% | +120.7% |
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