+323.6%
MET vs CBOE
+1,025.9%
-702.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | +1.1% | -4.6% | +5.8% | +2.8% |
| 30D | -2.3% | +2.6% | -5.0% | -3.4% |
| 3M | +13.9% | +4.9% | +8.9% | +10.9% |
| 6M | +34.8% | -2.2% | +37.0% | +33.0% |
| YTD | +23.5% | +17.7% | +5.8% | +13.2% |
| 1Y | +23.4% | +26.1% | -2.7% | +9.8% |
| 3Y | +64.9% | +97.1% | -32.2% | +18.5% |
| 5Y | +82.0% | +149.2% | -67.1% | +16.1% |
| 10Y | +244.4% | +385.1% | -140.7% | +56.0% |
| All | +323.6% | +1,025.9% | -702.4% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling