+78.9%
MET vs CNH
-14.7%
+93.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -2.3% |
| 7D | -1.2% | -1.7% | +0.5% | -0.7% |
| 30D | +3.2% | -7.2% | +10.4% | +5.4% |
| 3M | -1.1% | +6.5% | -7.6% | -4.3% |
| 6M | +25.0% | +7.9% | +17.2% | +19.1% |
| YTD | +27.9% | +26.6% | +1.3% | +13.4% |
| 1Y | +32.9% | +13.8% | +19.1% | +22.4% |
| 3Y | +78.8% | +9.2% | +69.6% | +61.5% |
| All | +78.9% | -14.7% | +93.6% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling