+272.7%
MET vs CNH
+46.6%
+226.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.4% | -1.1% |
| 7D | +1.3% | +8.6% | -7.2% | -2.3% |
| 30D | +4.0% | +12.6% | -8.5% | -1.4% |
| 3M | +4.6% | +17.5% | -12.9% | -4.0% |
| 6M | +32.8% | +18.1% | +14.7% | +19.8% |
| YTD | +32.3% | +40.4% | -8.1% | +9.0% |
| 1Y | +37.1% | +34.0% | +3.2% | +15.2% |
| 3Y | +86.8% | +35.3% | +51.5% | +49.4% |
| 5Y | +87.4% | -5.1% | +92.5% | +70.3% |
| 10Y | +209.9% | +124.0% | +85.9% | +81.3% |
| All | +272.7% | +46.6% | +226.1% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling