+545.2%
COF vs MET
+1,269.7%
-724.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.0% |
| 7D | +1.2% | +1.1% | +0.1% | +0.4% |
| 30D | -1.4% | -2.3% | +0.9% | +0.2% |
| 3M | +19.0% | +13.9% | +5.1% | +8.1% |
| 6M | +14.9% | +34.8% | -19.9% | -7.4% |
| YTD | -10.7% | +23.5% | -34.2% | -23.3% |
| 1Y | -1.3% | +23.4% | -24.7% | -15.2% |
| 3Y | +124.3% | +64.9% | +59.4% | +58.0% |
| 5Y | +51.1% | +82.0% | -30.9% | +0.1% |
| 10Y | +252.4% | +244.4% | +8.0% | +55.3% |
| All | +545.2% | +1,269.7% | -724.5% | +42.0% |
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 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