+268.9%
MET vs CDW
+933.5%
-664.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -1.2% | +2.1% | -3.3% | -2.5% |
| 30D | +3.2% | +14.7% | -11.5% | -3.8% |
| 3M | -1.1% | +11.1% | -12.2% | -7.5% |
| 6M | +25.0% | +45.6% | -20.6% | +0.2% |
| YTD | +27.9% | +17.1% | +10.8% | +11.1% |
| 1Y | +32.9% | +13.2% | +19.7% | +17.5% |
| 3Y | +78.8% | -22.2% | +101.0% | +84.9% |
| 5Y | +79.6% | -10.1% | +89.7% | +66.2% |
| 10Y | +228.1% | +307.0% | -78.9% | +49.9% |
| All | +268.9% | +933.5% | -664.6% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling