+1,180.0%
CVX vs MET
+1,300.1%
-120.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +3.3% | +1.2% | +2.2% | +2.9% |
| 30D | +12.9% | +1.4% | +11.5% | +12.2% |
| 3M | +11.7% | +17.7% | -6.0% | +5.5% |
| 6M | +14.1% | +35.0% | -20.8% | +2.5% |
| YTD | +40.7% | +26.3% | +14.4% | +28.9% |
| 1Y | +37.5% | +22.8% | +14.7% | +26.8% |
| 3Y | +43.9% | +65.9% | -22.0% | +18.7% |
| 5Y | +161.5% | +85.4% | +76.1% | +105.7% |
| 10Y | +215.1% | +253.7% | -38.6% | +100.0% |
| All | +1,180.0% | +1,300.1% | -120.1% | +499.9% |
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