+325.0%
COP vs MET
+202.5%
+122.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | +0.7% | 0.0% | +0.6% | +0.5% |
| 30D | +0.2% | +3.4% | -3.2% | -2.5% |
| 3M | +10.2% | +7.0% | +3.2% | +4.6% |
| 6M | +20.1% | +34.6% | -14.5% | -2.8% |
| YTD | +50.5% | +34.0% | +16.6% | +20.6% |
| 1Y | +56.8% | +35.9% | +20.9% | +24.2% |
| 3Y | +30.3% | +85.5% | -55.2% | -19.8% |
| 5Y | +126.8% | +87.8% | +39.1% | +34.6% |
| 10Y | +325.0% | +199.7% | +125.3% | +66.9% |
| All | +325.0% | +202.5% | +122.5% | +66.9% |
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