+32.7%
MET vs CHRW
-11.0%
+43.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.5% | +7.3% | -2.8% | +3.7% |
| 30D | +3.5% | -3.6% | +7.1% | +3.7% |
| 3M | +5.9% | -9.6% | +15.5% | +6.4% |
| 6M | +33.1% | -17.0% | +50.1% | +32.8% |
| YTD | +33.6% | -15.4% | +49.0% | +27.9% |
| 1Y | +32.7% | -10.0% | +42.7% | +23.3% |
| All | +32.7% | -11.0% | +43.7% | +23.3% |
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