+309.1%
MET vs CF
+5,277.9%
-4,968.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.2% | -9.2% | -5.2% |
| 7D | -0.5% | +0.4% | -0.9% | -1.0% |
| 30D | +3.3% | +2.2% | +1.1% | +2.0% |
| 3M | +4.2% | +2.1% | +2.1% | +2.4% |
| 6M | +27.3% | -6.5% | +33.9% | +27.7% |
| YTD | +29.8% | +55.6% | -25.8% | +5.1% |
| 1Y | +30.2% | +42.3% | -12.1% | +8.9% |
| 3Y | +77.6% | +55.7% | +21.8% | +38.8% |
| 5Y | +82.3% | +122.4% | -40.1% | +15.7% |
| 10Y | +233.0% | +568.5% | -335.5% | +29.3% |
| All | +309.1% | +5,277.9% | -4,968.8% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling