+503.2%
CMI vs MET
+249.3%
+253.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -12.4% | +0.5% | -12.9% | -12.8% |
| 3M | -14.8% | +11.6% | -26.4% | -20.6% |
| 6M | +0.8% | +40.8% | -40.0% | -18.0% |
| YTD | +10.2% | +25.7% | -15.5% | -4.6% |
| 1Y | +37.4% | +24.4% | +13.1% | +19.1% |
| 3Y | +153.3% | +67.5% | +85.8% | +82.9% |
| 5Y | +167.6% | +85.8% | +81.8% | +80.0% |
| All | +503.2% | +249.3% | +253.9% | +161.0% |
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 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