+82.3%
MET vs CAG
-41.8%
+124.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.8% | -6.6% | +5.9% | +0.8% |
| 30D | -1.4% | +2.3% | -3.7% | -2.1% |
| 3M | +12.5% | +16.3% | -3.8% | +8.0% |
| 6M | +37.1% | -16.0% | +53.1% | +42.7% |
| YTD | +23.8% | -7.7% | +31.5% | +24.9% |
| 1Y | +24.1% | -16.0% | +40.2% | +28.4% |
| 3Y | +65.2% | -37.7% | +102.9% | +82.6% |
| 5Y | +82.3% | -41.2% | +123.5% | +101.9% |
| All | +82.3% | -41.8% | +124.0% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling