+59.9%
CME vs MET
+85.5%
-25.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | -0.6% | +1.3% | -1.9% | -0.7% |
| 30D | +8.5% | +4.0% | +4.5% | +8.3% |
| 3M | +16.0% | +4.6% | +11.4% | +15.7% |
| 6M | +9.3% | +32.8% | -23.5% | +8.1% |
| YTD | +15.3% | +32.3% | -17.0% | +14.1% |
| 1Y | +14.4% | +37.1% | -22.7% | +13.1% |
| 3Y | +59.9% | +86.8% | -26.9% | +57.6% |
| All | +59.9% | +85.5% | -25.6% | +57.6% |
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