+255.7%
MET vs CNH
+64.7%
+191.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -3.3% |
| 7D | +1.2% | +23.3% | -22.1% | -7.7% |
| 30D | +1.4% | +33.5% | -32.0% | -11.0% |
| 3M | +17.7% | +32.7% | -15.0% | +2.5% |
| 6M | +35.0% | +22.2% | +12.8% | +20.4% |
| YTD | +26.3% | +57.7% | -31.4% | 0.0% |
| 1Y | +22.8% | +28.0% | -5.2% | +6.2% |
| 3Y | +65.9% | +11.5% | +54.4% | +46.9% |
| 5Y | +85.4% | +11.9% | +73.5% | +58.0% |
| 10Y | +253.7% | +162.8% | +90.9% | +95.8% |
| All | +255.7% | +64.7% | +191.1% | +112.6% |
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 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