+1,285.4%
MET vs CAG
+172.6%
+1,112.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.3% |
| 7D | +4.5% | -3.3% | +7.8% | +5.8% |
| 30D | +3.5% | +7.7% | -4.1% | +0.3% |
| 3M | +5.9% | -3.2% | +9.1% | +6.6% |
| 6M | +33.1% | +7.0% | +26.1% | +28.1% |
| YTD | +33.6% | -9.0% | +42.6% | +35.4% |
| 1Y | +32.7% | -9.6% | +42.3% | +34.8% |
| 3Y | +85.0% | -36.0% | +121.0% | +110.3% |
| 5Y | +85.6% | -40.9% | +126.4% | +115.4% |
| 10Y | +198.8% | -37.3% | +236.2% | +210.8% |
| All | +1,285.4% | +172.6% | +1,112.8% | +581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling