+298.0%
MET vs CF
+5,948.3%
-5,650.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.5% |
| 7D | +1.2% | +6.0% | -4.9% | -1.0% |
| 30D | +1.4% | +14.8% | -13.4% | -3.8% |
| 3M | +17.7% | +14.1% | +3.6% | +11.4% |
| 6M | +35.0% | +28.5% | +6.5% | +18.8% |
| YTD | +26.3% | +74.9% | -48.7% | -1.2% |
| 1Y | +22.8% | +61.7% | -38.9% | -1.5% |
| 3Y | +65.9% | +80.3% | -14.4% | +23.6% |
| 5Y | +85.4% | +226.0% | -140.6% | +2.1% |
| 10Y | +253.7% | +569.9% | -316.1% | +37.2% |
| All | +298.0% | +5,948.3% | -5,650.3% | -22.4% |
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