+1,285.4%
MET vs CHD
+5,458.8%
-4,173.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.2% |
| 7D | +4.5% | +3.6% | +0.8% | +3.1% |
| 30D | +3.5% | +10.4% | -6.9% | -0.2% |
| 3M | +5.9% | +12.2% | -6.2% | +1.4% |
| 6M | +33.1% | +19.9% | +13.1% | +23.9% |
| YTD | +33.6% | +36.4% | -2.8% | +17.9% |
| 1Y | +32.7% | +35.1% | -2.4% | +17.5% |
| 3Y | +85.0% | +29.2% | +55.9% | +63.9% |
| 5Y | +85.6% | +33.4% | +52.2% | +58.5% |
| 10Y | +198.8% | +195.0% | +3.8% | +70.9% |
| All | +1,285.4% | +5,458.8% | -4,173.3% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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