+194.4%
MET vs CFG
+216.2%
-21.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.4% |
| 7D | +4.5% | +3.2% | +1.3% | +2.5% |
| 30D | +3.5% | +5.1% | -1.6% | +0.5% |
| 3M | +5.9% | -11.2% | +17.2% | +13.6% |
| 6M | +33.1% | +9.6% | +23.5% | +25.4% |
| YTD | +33.6% | +15.0% | +18.6% | +21.7% |
| 1Y | +32.7% | +29.9% | +2.8% | +12.3% |
| 3Y | +85.0% | +192.1% | -107.0% | -6.9% |
| 5Y | +85.6% | +62.3% | +23.3% | +28.2% |
| All | +194.4% | +216.2% | -21.8% | +27.4% |
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