+24.1%
MET vs CNH
+22.6%
+1.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | -1.4% | +32.6% | -34.0% | -5.2% |
| 3M | +12.5% | +29.4% | -16.9% | +8.3% |
| 6M | +37.1% | +26.0% | +11.1% | +32.0% |
| YTD | +23.8% | +52.2% | -28.4% | +12.9% |
| 1Y | +24.1% | +23.9% | +0.3% | +16.8% |
| All | +24.1% | +22.6% | +1.6% | +16.8% |
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