+10.9%
CMG vs MET
+35.0%
-24.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +4.7% |
| 7D | +22.5% | +3.9% | +18.6% | +20.3% |
| 30D | +14.1% | +6.8% | +7.3% | +10.4% |
| 3M | +4.1% | +7.7% | -3.6% | 0.0% |
| 6M | +10.1% | +32.9% | -22.8% | -7.5% |
| YTD | -4.9% | +33.9% | -38.8% | -21.4% |
| 1Y | +10.9% | +33.0% | -22.1% | -7.8% |
| All | +10.9% | +35.0% | -24.1% | -7.8% |
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