+10,576.0%
CMI vs MET
+1,272.5%
+9,303.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | -12.3% | -1.4% | -10.9% | -11.8% |
| 3M | -16.8% | +12.5% | -29.3% | -22.2% |
| 6M | +1.5% | +37.1% | -35.6% | -14.0% |
| YTD | +9.8% | +23.8% | -14.0% | -2.4% |
| 1Y | +42.6% | +24.1% | +18.4% | +26.0% |
| 3Y | +151.0% | +65.2% | +85.8% | +91.3% |
| 5Y | +167.0% | +82.3% | +84.8% | +92.3% |
| 10Y | +512.2% | +241.6% | +270.6% | +207.3% |
| All | +10,576.0% | +1,272.5% | +9,303.5% | +2,638.5% |
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