-10.7%
CMG vs MET
+24.0%
-34.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | -2.8% | +1.2% | -4.0% | -3.4% |
| 30D | +7.1% | +1.4% | +5.7% | +6.2% |
| 3M | +31.2% | +17.7% | +13.5% | +20.1% |
| 6M | +0.7% | +35.0% | -34.3% | -15.0% |
| YTD | -0.1% | +26.3% | -26.4% | -13.4% |
| 1Y | -10.7% | +22.8% | -33.6% | -22.4% |
| All | -10.7% | +24.0% | -34.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling