+194.4%
MET vs CDW
+312.7%
-118.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | +4.5% | +9.3% | -4.9% | +0.2% |
| 30D | +3.5% | +14.4% | -10.8% | -3.4% |
| 3M | +5.9% | +21.4% | -15.5% | -5.0% |
| 6M | +33.1% | +72.8% | -39.7% | -2.5% |
| YTD | +33.6% | +28.0% | +5.5% | +10.8% |
| 1Y | +32.7% | +19.3% | +13.3% | +14.3% |
| 3Y | +85.0% | -15.3% | +100.4% | +84.5% |
| 5Y | +85.6% | -3.8% | +89.4% | +65.5% |
| All | +194.4% | +312.7% | -118.3% | +40.2% |
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