+340.2%
COP vs MET
+245.0%
+95.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | +11.7% | -1.4% | +13.1% | +12.4% |
| 3M | +17.7% | +12.5% | +5.2% | +8.1% |
| 6M | +18.3% | +37.1% | -18.8% | -5.8% |
| YTD | +49.1% | +23.8% | +25.3% | +26.5% |
| 1Y | +53.3% | +24.1% | +29.2% | +29.3% |
| 3Y | +22.2% | +65.2% | -43.0% | -18.3% |
| 5Y | +193.3% | +82.3% | +111.0% | +77.7% |
| 10Y | +340.2% | +241.6% | +98.7% | +66.6% |
| All | +340.2% | +245.0% | +95.2% | +66.6% |
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 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