+2,473.4%
COST vs MET
+1,300.1%
+1,173.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -2.8% | +1.4% | -4.2% | -3.1% |
| 3M | -5.7% | +17.7% | -23.4% | -9.0% |
| 6M | -8.8% | +35.0% | -43.8% | -14.7% |
| YTD | +6.7% | +26.3% | -19.6% | +0.9% |
| 1Y | -3.6% | +22.8% | -26.5% | -8.4% |
| 3Y | +75.1% | +65.9% | +9.1% | +54.3% |
| 5Y | +108.9% | +85.4% | +23.5% | +78.0% |
| 10Y | +586.2% | +253.7% | +332.5% | +381.0% |
| All | +2,473.4% | +1,300.1% | +1,173.2% | +976.3% |
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