+85.1%
MET vs CBOE
+145.0%
-59.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -2.5% | -3.7% | +1.2% | -2.1% |
| 30D | 0.0% | +2.0% | -2.0% | -0.3% |
| 3M | +13.1% | -4.2% | +17.3% | +13.3% |
| 6M | +39.0% | +1.2% | +37.8% | +37.7% |
| YTD | +25.2% | +15.4% | +9.8% | +21.4% |
| 1Y | +25.6% | +23.5% | +2.1% | +20.5% |
| 3Y | +67.1% | +93.2% | -26.1% | +40.2% |
| 5Y | +85.1% | +142.0% | -56.8% | +41.7% |
| All | +85.1% | +145.0% | -59.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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