+41.9%
CMI vs MET
+24.0%
+17.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.0% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | -13.4% | +1.4% | -14.9% | -13.7% |
| 3M | -17.0% | +17.7% | -34.7% | -20.4% |
| 6M | -1.6% | +35.0% | -36.6% | -11.8% |
| YTD | +11.0% | +26.3% | -15.3% | +1.5% |
| 1Y | +41.9% | +22.8% | +19.1% | +30.1% |
| All | +41.9% | +24.0% | +17.9% | +30.1% |
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