+4,100.0%
CMG vs MET
+279.1%
+3,820.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +12.7% | -2.3% | +15.0% | +13.4% |
| 3M | +26.3% | +13.9% | +12.4% | +21.6% |
| 6M | +4.5% | +34.8% | -30.3% | -3.9% |
| YTD | -0.1% | +23.5% | -23.6% | -6.0% |
| 1Y | -6.8% | +23.4% | -30.2% | -12.3% |
| 3Y | -5.0% | +64.9% | -69.9% | -18.1% |
| 5Y | -3.0% | +82.0% | -85.1% | -19.4% |
| 10Y | +323.6% | +244.4% | +79.2% | +181.1% |
| All | +4,100.0% | +279.1% | +3,820.9% | +2,316.7% |
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