+194.4%
MET vs CLX
+32.0%
+162.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +4.5% | +9.5% | -5.0% | +3.4% |
| 30D | +3.5% | +30.7% | -27.1% | +0.5% |
| 3M | +5.9% | +4.2% | +1.7% | +5.2% |
| 6M | +33.1% | +22.1% | +10.9% | +29.8% |
| YTD | +33.6% | +14.1% | +19.5% | +31.0% |
| 1Y | +32.7% | +10.3% | +22.4% | +30.6% |
| 3Y | +85.0% | -7.8% | +92.9% | +85.4% |
| 5Y | +85.6% | -20.8% | +106.4% | +86.3% |
| All | +194.4% | +32.0% | +162.4% | +179.3% |
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