+242.5%
MET vs CLX
-2.6%
+245.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.2% |
| 7D | -2.5% | -5.9% | +3.4% | -1.9% |
| 30D | 0.0% | -17.0% | +17.0% | +1.9% |
| 3M | +13.1% | -9.6% | +22.6% | +14.1% |
| 6M | +39.0% | -21.5% | +60.5% | +42.1% |
| YTD | +25.2% | -8.8% | +34.0% | +26.0% |
| 1Y | +25.6% | -24.7% | +50.3% | +28.7% |
| 3Y | +67.1% | -35.6% | +102.7% | +73.3% |
| 5Y | +85.1% | -37.6% | +122.8% | +90.5% |
| All | +242.5% | -2.6% | +245.1% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling