+53.5%
CME vs MET
+66.4%
-12.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -2.9% | +1.1% | -4.0% | -2.9% |
| 30D | +5.5% | -2.3% | +7.8% | +5.7% |
| 3M | +11.0% | +13.9% | -2.9% | +10.3% |
| 6M | -9.7% | +34.8% | -44.5% | -10.6% |
| YTD | +4.9% | +23.5% | -18.7% | +4.1% |
| 1Y | +10.1% | +23.4% | -13.3% | +9.2% |
| 3Y | +53.5% | +64.9% | -11.4% | +49.2% |
| All | +53.5% | +66.4% | -12.9% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling