+198.0%
MET vs CDW
+329.6%
-131.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.6% |
| 7D | +1.8% | +13.1% | -11.3% | -4.2% |
| 30D | +4.8% | +19.1% | -14.3% | -4.1% |
| 3M | +6.2% | +24.7% | -18.5% | -6.0% |
| 6M | +33.8% | +63.4% | -29.5% | +0.8% |
| YTD | +33.3% | +26.3% | +7.0% | +11.3% |
| 1Y | +36.3% | +20.6% | +15.8% | +16.8% |
| 3Y | +84.6% | -16.3% | +100.9% | +85.1% |
| 5Y | +87.7% | -3.9% | +91.6% | +67.2% |
| 10Y | +198.0% | +331.5% | -133.5% | +43.2% |
| All | +198.0% | +329.6% | -131.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling