+78.8%
MET vs CDW
-21.8%
+100.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -1.2% | +2.1% | -3.3% | -1.8% |
| 30D | +3.2% | +14.7% | -11.5% | -0.3% |
| 3M | -1.1% | +11.1% | -12.2% | -4.2% |
| 6M | +25.0% | +45.6% | -20.6% | +11.0% |
| YTD | +27.9% | +17.1% | +10.8% | +19.3% |
| 1Y | +32.9% | +13.2% | +19.7% | +25.6% |
| 3Y | +78.8% | -22.2% | +101.0% | +77.0% |
| All | +78.8% | -21.8% | +100.6% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling