-5.0%
CMG vs MET
+82.5%
-87.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | -3.8% | -2.5% | -1.4% | -2.9% |
| 30D | +12.9% | 0.0% | +12.9% | +12.8% |
| 3M | +18.8% | +13.1% | +5.7% | +12.8% |
| 6M | +4.1% | +39.0% | -34.9% | -9.0% |
| YTD | -2.4% | +25.2% | -27.5% | -11.2% |
| 1Y | -6.7% | +25.6% | -32.3% | -15.4% |
| 3Y | -7.1% | +67.1% | -74.2% | -24.8% |
| 5Y | -5.0% | +85.1% | -90.1% | -26.0% |
| All | -5.0% | +82.5% | -87.5% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling