+241.6%
MET vs CNH
+157.1%
+84.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | -0.8% | +1.8% | -2.6% | -1.7% |
| 30D | -1.4% | +32.6% | -34.0% | -13.9% |
| 3M | +12.5% | +29.4% | -16.9% | -1.7% |
| 6M | +37.1% | +26.0% | +11.1% | +19.5% |
| YTD | +23.8% | +52.2% | -28.4% | -2.1% |
| 1Y | +24.1% | +23.9% | +0.3% | +7.9% |
| 3Y | +65.2% | +10.1% | +55.1% | +45.6% |
| 5Y | +82.3% | +13.2% | +69.1% | +51.1% |
| 10Y | +241.6% | +160.7% | +80.9% | +70.6% |
| All | +241.6% | +157.1% | +84.5% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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