+33.0%
MET vs CHRW
-10.6%
+43.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +3.9% | +4.9% | -1.0% | +3.4% |
| 30D | +6.8% | -4.8% | +11.6% | +7.2% |
| 3M | +7.7% | -13.1% | +20.8% | +8.8% |
| 6M | +32.9% | -16.3% | +49.3% | +32.3% |
| YTD | +33.9% | -15.8% | +49.7% | +25.9% |
| 1Y | +33.0% | -11.1% | +44.1% | +20.1% |
| All | +33.0% | -10.6% | +43.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling