+217.2%
CVX vs MET
+248.0%
-30.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | +0.7% | -2.5% | +3.2% | +2.0% |
| 30D | +9.1% | 0.0% | +9.2% | +8.9% |
| 3M | +13.1% | +13.1% | 0.0% | +5.2% |
| 6M | +16.3% | +39.0% | -22.7% | -4.3% |
| YTD | +43.5% | +25.2% | +18.3% | +24.7% |
| 1Y | +40.2% | +25.6% | +14.5% | +20.8% |
| 3Y | +44.2% | +67.1% | -22.8% | +2.2% |
| 5Y | +170.6% | +85.1% | +85.5% | +74.6% |
| All | +217.2% | +248.0% | -30.8% | +33.7% |
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 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