+240.9%
MET vs CFG
+311.8%
-70.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | +1.1% | +2.7% | -1.5% | -0.4% |
| 30D | -2.3% | -3.7% | +1.4% | -0.1% |
| 3M | +13.9% | +9.5% | +4.4% | +7.5% |
| 6M | +34.8% | +22.2% | +12.6% | +18.9% |
| YTD | +23.5% | +22.3% | +1.2% | +8.6% |
| 1Y | +23.4% | +39.4% | -16.0% | -0.1% |
| 3Y | +64.9% | +188.5% | -123.6% | -16.9% |
| 5Y | +82.0% | +101.5% | -19.5% | +9.6% |
| All | +240.9% | +311.8% | -70.9% | +18.7% |
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