+81.9%
MET vs CG
+9.9%
+72.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.4% |
| 7D | +1.1% | -1.3% | +2.4% | +1.6% |
| 30D | -2.3% | -3.2% | +0.8% | -1.4% |
| 3M | +13.9% | +6.2% | +7.7% | +10.7% |
| 6M | +34.8% | -4.7% | +39.5% | +35.8% |
| YTD | +23.5% | -20.6% | +44.2% | +32.4% |
| 1Y | +23.4% | -26.4% | +49.8% | +35.2% |
| 3Y | +64.9% | +55.4% | +9.5% | +34.0% |
| All | +81.9% | +9.9% | +72.0% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling