+85.0%
MET vs CMS
+39.2%
+45.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | +4.5% | +1.7% | +2.7% | +3.9% |
| 30D | +3.5% | +6.2% | -2.6% | +1.7% |
| 3M | +5.9% | +0.6% | +5.3% | +5.7% |
| 6M | +33.1% | -1.8% | +34.8% | +33.6% |
| YTD | +33.6% | +3.8% | +29.7% | +30.8% |
| 1Y | +32.7% | -1.8% | +34.5% | +32.6% |
| 3Y | +85.0% | +39.8% | +45.2% | +64.3% |
| All | +85.0% | +39.2% | +45.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 3y: compounded portfolio wealth divided by compounded CMS 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…
3y analysis · Full analysis span regression · 6 months rolling