+1,203.4%
MET vs CGNX
+465.8%
+737.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.8% |
| 7D | -0.5% | +3.2% | -3.7% | -1.4% |
| 30D | +0.5% | +6.0% | -5.5% | -1.5% |
| 3M | +11.6% | +3.5% | +8.1% | +8.9% |
| 6M | +40.8% | +26.3% | +14.5% | +28.4% |
| YTD | +25.7% | +79.2% | -53.6% | 0.0% |
| 1Y | +24.4% | +43.8% | -19.4% | +4.7% |
| 3Y | +67.5% | +52.0% | +15.5% | +32.6% |
| 5Y | +85.8% | -24.0% | +109.9% | +75.2% |
| 10Y | +246.8% | +189.1% | +57.7% | +101.5% |
| All | +1,203.4% | +465.8% | +737.6% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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