+36.3%
MET vs CNH
+27.3%
+9.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.1% | +1.4% |
| 7D | +1.8% | +4.5% | -2.8% | +1.0% |
| 30D | +4.8% | +7.6% | -2.8% | +3.6% |
| 3M | +6.2% | +17.0% | -10.8% | +3.4% |
| 6M | +33.8% | +12.9% | +20.9% | +30.8% |
| YTD | +33.3% | +34.3% | -1.0% | +20.0% |
| 1Y | +36.3% | +28.5% | +7.8% | +24.5% |
| All | +36.3% | +27.3% | +9.0% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling