+1,209.8%
MET vs CHD
+4,734.6%
-3,524.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | -2.7% | +3.8% | +2.2% |
| 30D | +1.4% | -4.6% | +6.0% | +3.2% |
| 3M | +17.7% | +5.0% | +12.7% | +15.3% |
| 6M | +35.0% | -3.2% | +38.2% | +36.1% |
| YTD | +26.3% | +18.6% | +7.6% | +17.5% |
| 1Y | +22.8% | +4.8% | +18.0% | +19.4% |
| 3Y | +65.9% | +6.1% | +59.8% | +57.9% |
| 5Y | +85.4% | +24.0% | +61.4% | +62.1% |
| 10Y | +253.7% | +124.5% | +129.3% | +125.7% |
| All | +1,209.8% | +4,734.6% | -3,524.8% | +197.0% |
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