+303.4%
CME vs MET
+197.3%
+106.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +3.9% | +4.5% | -0.5% | +2.5% |
| 30D | +11.3% | +3.5% | +7.8% | +10.0% |
| 3M | +19.6% | +5.9% | +13.6% | +17.2% |
| 6M | +8.1% | +33.1% | -25.0% | -1.4% |
| YTD | +20.4% | +33.6% | -13.2% | +9.1% |
| 1Y | +16.5% | +32.7% | -16.2% | +5.8% |
| 3Y | +66.4% | +85.0% | -18.6% | +30.2% |
| 5Y | +74.5% | +85.6% | -11.1% | +33.1% |
| All | +303.4% | +197.3% | +106.1% | +121.1% |
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