+1,209.8%
MET vs CHRW
+2,337.8%
-1,128.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.8% |
| 30D | +1.4% | -3.5% | +4.9% | +2.7% |
| 3M | +17.7% | -19.4% | +37.1% | +26.9% |
| 6M | +35.0% | -21.4% | +56.4% | +45.8% |
| YTD | +26.3% | -7.1% | +33.4% | +25.0% |
| 1Y | +22.8% | +17.8% | +5.0% | +7.4% |
| 3Y | +65.9% | +78.8% | -12.8% | +14.6% |
| 5Y | +85.4% | +83.5% | +1.8% | +21.0% |
| 10Y | +253.7% | +160.2% | +93.5% | +87.5% |
| All | +1,209.8% | +2,337.8% | -1,128.0% | +322.0% |
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