+5,760.6%
CRM vs MET
+452.3%
+5,308.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +28.1% | +0.5% | +27.6% | +27.8% |
| 3M | +48.8% | +11.6% | +37.2% | +42.5% |
| 6M | +28.3% | +40.8% | -12.5% | +12.0% |
| YTD | -6.0% | +25.7% | -31.7% | -14.4% |
| 1Y | +1.4% | +24.4% | -22.9% | -7.5% |
| 3Y | +11.8% | +67.5% | -55.6% | -9.9% |
| 5Y | -2.0% | +85.8% | -87.8% | -25.0% |
| 10Y | +239.6% | +246.8% | -7.1% | +89.0% |
| All | +5,760.6% | +452.3% | +5,308.3% | +1,992.1% |
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 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