+1,209.8%
MET vs CAG
+183.2%
+1,026.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +1.2% | -3.8% | +4.9% | +2.6% |
| 30D | +1.4% | +3.1% | -1.7% | 0.0% |
| 3M | +17.7% | +23.5% | -5.8% | +7.9% |
| 6M | +35.0% | -14.8% | +49.8% | +41.9% |
| YTD | +26.3% | -5.4% | +31.7% | +26.8% |
| 1Y | +22.8% | -11.8% | +34.6% | +26.3% |
| 3Y | +65.9% | -36.7% | +102.6% | +90.3% |
| 5Y | +85.4% | -40.3% | +125.6% | +115.5% |
| 10Y | +253.7% | -37.0% | +290.7% | +266.9% |
| All | +1,209.8% | +183.2% | +1,026.6% | +537.7% |
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