+1,272.2%
MET vs CHRW
+2,029.8%
-757.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.5% | +2.2% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +4.0% | -9.4% | +13.4% | +8.0% |
| 3M | +4.6% | -13.3% | +17.9% | +9.7% |
| 6M | +32.8% | -24.2% | +57.0% | +44.7% |
| YTD | +32.3% | -18.9% | +51.2% | +37.1% |
| 1Y | +37.1% | -12.4% | +49.5% | +37.0% |
| 3Y | +86.8% | +72.2% | +14.6% | +29.1% |
| 5Y | +87.4% | +53.4% | +34.0% | +31.2% |
| 10Y | +209.9% | +127.0% | +83.0% | +72.3% |
| All | +1,272.2% | +2,029.8% | -757.6% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling