+31.8%
CVS vs MET
+82.9%
-51.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -0.3% | -1.4% | +1.1% | +0.1% |
| 3M | -1.1% | +12.5% | -13.6% | -5.2% |
| 6M | +23.7% | +37.1% | -13.4% | +10.5% |
| YTD | +23.0% | +23.8% | -0.8% | +13.4% |
| 1Y | +37.2% | +24.1% | +13.0% | +25.9% |
| 3Y | +62.4% | +65.2% | -2.8% | +30.1% |
| 5Y | +31.8% | +82.3% | -50.4% | +1.0% |
| All | +31.8% | +82.9% | -51.1% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling