+24.4%
MET vs CAG
-18.8%
+43.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -0.5% | -5.7% | +5.2% | +0.1% |
| 30D | +0.5% | -2.4% | +2.9% | +0.6% |
| 3M | +11.6% | +9.8% | +1.8% | +10.2% |
| 6M | +40.8% | -10.8% | +51.6% | +41.8% |
| YTD | +25.7% | -10.8% | +36.5% | +24.0% |
| 1Y | +24.4% | -19.0% | +43.3% | +22.2% |
| All | +24.4% | -18.8% | +43.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling