+83.6%
MET vs CG
+44.9%
+38.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | +0.5% |
| 7D | +2.1% | -1.5% | +3.6% | +2.6% |
| 30D | +1.8% | +5.7% | -3.9% | -0.4% |
| 3M | +6.0% | -17.9% | +23.9% | +13.2% |
| 6M | +31.1% | -20.2% | +51.3% | +40.8% |
| YTD | +32.6% | -32.0% | +64.6% | +50.1% |
| 1Y | +30.5% | -27.0% | +57.5% | +43.5% |
| All | +83.6% | +44.9% | +38.8% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling