+48.3%
CVS vs MET
+84.2%
-35.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +10.4% | +2.1% | +8.3% | +9.8% |
| 30D | +3.3% | +1.8% | +1.5% | +2.7% |
| 3M | -4.5% | +6.0% | -10.5% | -6.1% |
| 6M | -4.4% | +31.1% | -35.5% | -11.2% |
| YTD | +16.6% | +32.6% | -15.9% | +7.5% |
| 1Y | +15.3% | +30.5% | -15.2% | +6.7% |
| All | +48.3% | +84.2% | -35.9% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling