+36.2%
MET vs CAI
-14.7%
+50.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.1% |
| 7D | +4.5% | -8.7% | +13.1% | +5.2% |
| 30D | +3.5% | -23.8% | +27.4% | +5.5% |
| 3M | +5.9% | +3.9% | +2.1% | +5.1% |
| 6M | +33.1% | +56.8% | -23.8% | +26.3% |
| YTD | +33.6% | -14.6% | +48.2% | +31.0% |
| 1Y | +32.7% | -5.2% | +37.9% | +29.1% |
| All | +36.2% | -14.7% | +50.9% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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