+393.7%
MET vs CG
+351.2%
+42.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +1.2% | -4.3% | +5.5% | +3.0% |
| 30D | +1.4% | -5.1% | +6.5% | +3.3% |
| 3M | +17.7% | +8.7% | +9.0% | +12.9% |
| 6M | +35.0% | -9.2% | +44.2% | +38.8% |
| YTD | +26.3% | -18.9% | +45.1% | +35.3% |
| 1Y | +22.8% | -25.6% | +48.5% | +35.6% |
| 3Y | +65.9% | +57.3% | +8.7% | +28.5% |
| 5Y | +85.4% | +10.2% | +75.2% | +58.0% |
| 10Y | +253.7% | +364.2% | -110.5% | +66.1% |
| All | +393.7% | +351.2% | +42.5% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling