+86.4%
MET vs CDW
-19.1%
+105.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.2% | +3.2% | -2.0% | +0.1% |
| 30D | +1.4% | +9.3% | -7.9% | -1.7% |
| 3M | +17.7% | +9.8% | +7.9% | +13.0% |
| 6M | +35.0% | +23.3% | +11.7% | +21.5% |
| YTD | +26.3% | +13.7% | +12.6% | +17.0% |
| 1Y | +22.8% | -6.5% | +29.3% | +22.8% |
| 3Y | +65.9% | -25.2% | +91.2% | +75.5% |
| All | +86.4% | -19.1% | +105.5% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling