+197.3%
MET vs CFG
+347.0%
-149.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | +3.2% | +1.1% | +2.1% | +2.6% |
| 3M | -1.1% | -12.0% | +10.9% | +6.7% |
| 6M | +25.0% | -2.2% | +27.3% | +26.0% |
| YTD | +27.9% | +11.4% | +16.5% | +18.5% |
| 1Y | +32.9% | +27.8% | +5.0% | +13.0% |
| 3Y | +78.8% | +173.3% | -94.5% | -7.9% |
| 5Y | +79.6% | +62.4% | +17.1% | +22.3% |
| 10Y | +228.1% | +249.6% | -21.5% | +21.2% |
| All | +197.3% | +347.0% | -149.7% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling