+191.7%
COP vs MET
+82.8%
+108.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.6% |
| 7D | -0.8% | +1.1% | -2.0% | -1.5% |
| 30D | +15.6% | -2.3% | +17.9% | +16.7% |
| 3M | +14.3% | +13.9% | +0.5% | +6.6% |
| 6M | +17.0% | +34.8% | -17.8% | -0.7% |
| YTD | +47.4% | +23.5% | +23.9% | +30.7% |
| 1Y | +52.4% | +23.4% | +29.0% | +34.8% |
| 3Y | +20.8% | +64.9% | -44.1% | -11.4% |
| 5Y | +191.7% | +82.0% | +109.6% | +96.1% |
| All | +191.7% | +82.8% | +108.9% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling