+1,282.6%
MET vs CHRW
+2,029.8%
-747.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.8% | -3.4% | +5.1% | +3.3% |
| 30D | +4.8% | -9.4% | +14.2% | +8.8% |
| 3M | +6.2% | -12.6% | +18.8% | +11.1% |
| 6M | +33.8% | -24.2% | +58.0% | +45.8% |
| YTD | +33.3% | -18.9% | +52.2% | +38.2% |
| 1Y | +36.3% | -13.7% | +50.0% | +37.2% |
| 3Y | +84.6% | +72.6% | +12.0% | +27.4% |
| 5Y | +87.7% | +55.6% | +32.1% | +30.5% |
| 10Y | +198.0% | +122.7% | +75.2% | +67.1% |
| All | +1,282.6% | +2,029.8% | -747.2% | +366.5% |
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