+238.7%
MET vs CG
+332.1%
-93.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.9% |
| 7D | -0.8% | -6.4% | +5.7% | +2.1% |
| 30D | -1.4% | -7.1% | +5.7% | +1.5% |
| 3M | +12.5% | -1.6% | +14.1% | +12.4% |
| 6M | +37.1% | -8.3% | +45.4% | +40.5% |
| YTD | +23.8% | -23.8% | +47.6% | +36.6% |
| 1Y | +24.1% | -28.7% | +52.9% | +40.2% |
| 3Y | +65.2% | +49.2% | +16.0% | +27.9% |
| 5Y | +82.3% | +5.5% | +76.7% | +55.8% |
| All | +238.7% | +332.1% | -93.4% | +66.8% |
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