+87.4%
MET vs CHRW
+53.0%
+34.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.5% | +2.8% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +4.0% | -9.4% | +13.4% | +6.0% |
| 3M | +4.6% | -13.3% | +17.9% | +7.2% |
| 6M | +32.8% | -24.2% | +57.0% | +38.7% |
| YTD | +32.3% | -18.9% | +51.2% | +34.4% |
| 1Y | +37.1% | -12.4% | +49.5% | +36.4% |
| 3Y | +86.8% | +72.2% | +14.6% | +52.1% |
| 5Y | +87.4% | +53.4% | +34.0% | +57.2% |
| All | +87.4% | +53.0% | +34.4% | +57.2% |
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