+165.0%
CMI vs MET
+83.9%
+81.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.7% |
| 6M | +0.8% | +40.8% | -40.0% | -18.7% |
| YTD | +10.2% | +25.7% | -15.5% | -5.2% |
| 1Y | +37.4% | +24.4% | +13.1% | +18.3% |
| 3Y | +153.3% | +67.5% | +85.8% | +78.1% |
| All | +165.0% | +83.9% | +81.1% | +70.6% |
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