+1,685.5%
COP vs MET
+1,300.1%
+385.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 6M | +17.7% | +35.0% | -17.3% | +4.1% |
| YTD | +46.6% | +26.3% | +20.3% | +32.6% |
| 1Y | +44.6% | +22.8% | +21.8% | +32.0% |
| 3Y | +20.7% | +65.9% | -45.2% | -2.5% |
| 5Y | +185.0% | +85.4% | +99.7% | +119.9% |
| 10Y | +347.0% | +253.7% | +93.3% | +178.5% |
| All | +1,685.5% | +1,300.1% | +385.3% | +697.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling