+198.0%
MET vs CFG
+230.2%
-32.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.8% | +0.7% | +1.1% | +1.4% |
| 30D | +4.8% | +2.8% | +2.0% | +3.1% |
| 3M | +6.2% | -10.1% | +16.3% | +13.0% |
| 6M | +33.8% | +3.2% | +30.6% | +30.6% |
| YTD | +33.3% | +14.2% | +19.1% | +21.9% |
| 1Y | +36.3% | +27.4% | +8.9% | +16.7% |
| 3Y | +84.6% | +187.6% | -103.0% | -6.2% |
| 5Y | +87.7% | +65.7% | +22.0% | +27.8% |
| 10Y | +198.0% | +219.7% | -21.7% | +26.7% |
| All | +198.0% | +230.2% | -32.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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