+281.7%
MET vs CDW
+983.6%
-702.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.4% | +1.3% |
| 7D | +1.3% | +9.3% | -8.0% | -3.1% |
| 30D | +4.0% | +15.8% | -11.8% | -3.4% |
| 3M | +4.6% | +21.8% | -17.2% | -6.1% |
| 6M | +32.8% | +58.8% | -26.0% | +2.2% |
| YTD | +32.3% | +22.8% | +9.5% | +12.5% |
| 1Y | +37.1% | +17.9% | +19.2% | +19.1% |
| 3Y | +86.8% | -17.4% | +104.3% | +87.8% |
| 5Y | +87.4% | -5.7% | +93.1% | +69.8% |
| 10Y | +209.9% | +319.5% | -109.6% | +39.6% |
| All | +281.7% | +983.6% | -702.0% | +43.7% |
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