+224.3%
CTVA vs MET
+156.0%
+68.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.7% |
| 30D | +12.0% | -2.3% | +14.4% | +13.3% |
| 3M | +13.5% | +13.9% | -0.4% | +5.7% |
| 6M | +12.1% | +34.8% | -22.7% | -4.8% |
| YTD | +29.0% | +23.5% | +5.5% | +14.1% |
| 1Y | +18.9% | +23.4% | -4.5% | +4.9% |
| 3Y | +78.9% | +64.9% | +14.0% | +30.8% |
| 5Y | +105.2% | +82.0% | +23.2% | +38.7% |
| All | +224.3% | +156.0% | +68.3% | +77.2% |
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