+28.7%
COP vs MET
+85.5%
-56.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.6% |
| 7D | -8.4% | +1.3% | -9.7% | -9.0% |
| 30D | +0.3% | +4.0% | -3.7% | -1.5% |
| 3M | +15.1% | +4.6% | +10.5% | +12.7% |
| 6M | +19.8% | +32.8% | -13.0% | +5.8% |
| YTD | +46.8% | +32.3% | +14.5% | +29.5% |
| 1Y | +59.7% | +37.1% | +22.6% | +38.2% |
| 3Y | +28.7% | +86.8% | -58.1% | -3.6% |
| All | +28.7% | +85.5% | -56.8% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling