+220.2%
MET vs CF
+561.7%
-341.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | +3.2% | +4.3% | -1.1% | +1.4% |
| 3M | -1.1% | +2.8% | -3.9% | -2.9% |
| 6M | +25.0% | +0.6% | +24.4% | +22.6% |
| YTD | +27.9% | +56.6% | -28.8% | +3.7% |
| 1Y | +32.9% | +49.6% | -16.7% | +9.5% |
| 3Y | +78.8% | +61.5% | +17.3% | +38.0% |
| 5Y | +79.6% | +124.0% | -44.4% | +9.2% |
| All | +220.2% | +561.7% | -341.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling