+241.6%
MET vs CHRW
+170.5%
+71.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.8% | +4.1% | -4.8% | -2.1% |
| 30D | -1.4% | +1.9% | -3.3% | -2.1% |
| 3M | +12.5% | -21.2% | +33.7% | +20.5% |
| 6M | +37.1% | -16.7% | +53.8% | +42.8% |
| YTD | +23.8% | -5.4% | +29.2% | +21.6% |
| 1Y | +24.1% | +21.2% | +3.0% | +9.5% |
| 3Y | +65.2% | +86.5% | -21.3% | +18.4% |
| 5Y | +82.3% | +93.0% | -10.8% | +21.8% |
| 10Y | +241.6% | +174.5% | +67.1% | +82.1% |
| All | +241.6% | +170.5% | +71.0% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling