+21.1%
COP vs MET
+69.5%
-48.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | +3.0% | +1.2% | +1.8% | +2.5% |
| 30D | +17.5% | +1.4% | +16.1% | +16.6% |
| 3M | +13.4% | +17.7% | -4.3% | +5.7% |
| 6M | +17.7% | +35.0% | -17.3% | +3.0% |
| YTD | +46.6% | +26.3% | +20.3% | +32.1% |
| 1Y | +44.6% | +22.8% | +21.8% | +31.8% |
| All | +21.1% | +69.5% | -48.4% | -4.1% |
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