+242.5%
MET vs CAG
-35.7%
+278.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +1.7% |
| 7D | -2.5% | -5.9% | +3.4% | -1.2% |
| 30D | 0.0% | -1.5% | +1.5% | +0.2% |
| 3M | +13.1% | +11.5% | +1.6% | +10.1% |
| 6M | +39.0% | -15.7% | +54.7% | +43.4% |
| YTD | +25.2% | -10.2% | +35.4% | +26.9% |
| 1Y | +25.6% | -18.1% | +43.7% | +29.9% |
| 3Y | +67.1% | -39.4% | +106.5% | +82.7% |
| 5Y | +85.1% | -42.6% | +127.7% | +104.8% |
| All | +242.5% | -35.7% | +278.2% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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