+322.0%
CMG vs MET
+249.3%
+72.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | +10.9% | +0.5% | +10.4% | +10.6% |
| 3M | +15.8% | +11.6% | +4.2% | +11.5% |
| 6M | +6.9% | +40.8% | -33.8% | -4.5% |
| YTD | -2.2% | +25.7% | -27.8% | -9.5% |
| 1Y | -7.1% | +24.4% | -31.4% | -13.9% |
| 3Y | -7.1% | +67.5% | -74.6% | -22.2% |
| 5Y | -4.8% | +85.8% | -90.6% | -23.3% |
| All | +322.0% | +249.3% | +72.7% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling