+6,781.2%
CME vs MET
+657.2%
+6,124.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.4% |
| 7D | -1.6% | +1.2% | -2.7% | -2.1% |
| 30D | +6.2% | +1.4% | +4.8% | +5.5% |
| 3M | +10.4% | +17.7% | -7.3% | +3.1% |
| 6M | -9.5% | +35.0% | -44.5% | -20.4% |
| YTD | +6.0% | +26.3% | -20.3% | -4.6% |
| 1Y | +9.3% | +22.8% | -13.5% | -0.9% |
| 3Y | +57.7% | +65.9% | -8.3% | +21.5% |
| 5Y | +77.7% | +85.4% | -7.7% | +26.8% |
| 10Y | +281.2% | +253.7% | +27.5% | +89.5% |
| All | +6,781.2% | +657.2% | +6,124.0% | +1,873.6% |
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