+82.3%
MET vs CLX
-37.0%
+119.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -0.8% | -4.9% | +4.2% | +0.1% |
| 30D | -1.4% | -15.8% | +14.4% | +1.3% |
| 3M | +12.5% | -7.9% | +20.5% | +13.8% |
| 6M | +37.1% | -19.0% | +56.1% | +41.3% |
| YTD | +23.8% | -7.9% | +31.7% | +24.6% |
| 1Y | +24.1% | -25.4% | +49.5% | +29.3% |
| 3Y | +65.2% | -35.0% | +100.2% | +75.6% |
| 5Y | +82.3% | -36.8% | +119.0% | +86.5% |
| All | +82.3% | -37.0% | +119.2% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling