+82.0%
MET vs CHRW
+90.3%
-8.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | -2.3% | +0.9% | -3.3% | -2.6% |
| 3M | +13.9% | -19.9% | +33.8% | +18.9% |
| 6M | +34.8% | -15.8% | +50.6% | +38.3% |
| YTD | +23.5% | -5.6% | +29.1% | +22.2% |
| 1Y | +23.4% | +21.0% | +2.4% | +13.3% |
| 3Y | +64.9% | +86.0% | -21.2% | +33.0% |
| 5Y | +82.0% | +88.6% | -6.6% | +43.6% |
| All | +82.0% | +90.3% | -8.2% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling