+264.3%
MET vs CDW
+903.1%
-638.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +1.2% | +3.2% | -2.0% | -0.3% |
| 30D | +1.4% | +9.3% | -7.9% | -3.2% |
| 3M | +17.7% | +9.8% | +7.9% | +10.7% |
| 6M | +35.0% | +23.3% | +11.7% | +16.2% |
| YTD | +26.3% | +13.7% | +12.6% | +12.6% |
| 1Y | +22.8% | -6.5% | +29.3% | +20.3% |
| 3Y | +65.9% | -25.2% | +91.2% | +76.9% |
| 5Y | +85.4% | -19.5% | +104.8% | +84.0% |
| 10Y | +253.7% | +285.8% | -32.1% | +67.3% |
| All | +264.3% | +903.1% | -638.8% | +43.8% |
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