+329.9%
COP vs MET
+195.0%
+134.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.3% |
| 7D | +3.4% | +2.1% | +1.3% | +1.9% |
| 30D | -0.6% | +1.8% | -2.4% | -2.3% |
| 3M | +10.8% | +6.0% | +4.7% | +5.7% |
| 6M | +19.6% | +31.1% | -11.5% | -1.5% |
| YTD | +52.9% | +32.6% | +20.4% | +23.4% |
| 1Y | +62.2% | +30.5% | +31.7% | +32.2% |
| 3Y | +32.4% | +83.6% | -51.2% | -18.0% |
| 5Y | +129.7% | +84.2% | +45.6% | +38.1% |
| All | +329.9% | +195.0% | +134.9% | +70.9% |
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