+199.7%
MET vs CG
+299.0%
-99.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | 0.0% | -3.8% | +3.9% | +1.6% |
| 30D | +3.4% | +7.5% | -4.1% | 0.0% |
| 3M | +7.0% | -14.4% | +21.3% | +13.6% |
| 6M | +34.6% | -15.7% | +50.3% | +42.9% |
| YTD | +34.0% | -29.0% | +62.9% | +51.8% |
| 1Y | +35.9% | -22.1% | +58.0% | +47.7% |
| 3Y | +85.5% | +49.1% | +36.3% | +42.9% |
| 5Y | +87.8% | -18.4% | +106.1% | +82.3% |
| 10Y | +199.7% | +295.1% | -95.4% | +45.4% |
| All | +199.7% | +299.0% | -99.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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