+66.8%
MET vs CAH
+178.5%
-111.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -2.5% | -5.1% | +2.6% | -1.4% |
| 30D | 0.0% | -1.8% | +1.7% | +0.3% |
| 3M | +13.1% | +9.4% | +3.7% | +11.0% |
| 6M | +39.0% | +9.2% | +29.7% | +36.3% |
| YTD | +25.2% | +15.7% | +9.5% | +20.7% |
| 1Y | +25.6% | +59.7% | -34.1% | +9.9% |
| All | +66.8% | +178.5% | -111.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling