+1,209.8%
MET vs CLX
+441.9%
+767.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +1.2% | -9.2% | +10.4% | +4.4% |
| 30D | +1.4% | -11.0% | +12.5% | +5.3% |
| 3M | +17.7% | +5.0% | +12.7% | +15.2% |
| 6M | +35.0% | -18.8% | +53.8% | +43.2% |
| YTD | +26.3% | -4.4% | +30.7% | +26.3% |
| 1Y | +22.8% | -21.9% | +44.7% | +31.3% |
| 3Y | +65.9% | -32.8% | +98.7% | +83.9% |
| 5Y | +85.4% | -34.6% | +119.9% | +101.5% |
| 10Y | +253.7% | -4.7% | +258.4% | +193.8% |
| All | +1,209.8% | +441.9% | +767.9% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling