+7,654.3%
CME vs MET
+694.8%
+6,959.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +2.7% | +2.1% | +0.6% | +1.8% |
| 30D | +13.5% | +1.8% | +11.7% | +12.5% |
| 3M | +20.9% | +6.0% | +14.9% | +17.8% |
| 6M | +11.5% | +31.1% | -19.6% | -0.6% |
| YTD | +19.5% | +32.6% | -13.1% | +5.2% |
| 1Y | +17.2% | +30.5% | -13.2% | +3.8% |
| 3Y | +65.1% | +83.6% | -18.4% | +22.1% |
| 5Y | +73.1% | +84.2% | -11.1% | +24.2% |
| 10Y | +305.3% | +196.6% | +108.7% | +117.9% |
| All | +7,654.3% | +694.8% | +6,959.5% | +2,076.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling