+216.7%
CTVA vs MET
+160.4%
+56.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | +11.3% | +0.5% | +10.8% | +10.9% |
| 3M | +12.3% | +11.6% | +0.7% | +5.8% |
| 6M | +7.2% | +40.8% | -33.6% | -11.0% |
| YTD | +26.0% | +25.7% | +0.3% | +10.5% |
| 1Y | +16.0% | +24.4% | -8.3% | +2.0% |
| 3Y | +73.9% | +67.5% | +6.4% | +26.1% |
| 5Y | +103.8% | +85.8% | +18.0% | +36.2% |
| All | +216.7% | +160.4% | +56.3% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling