+260.2%
MET vs CNH
+32.2%
+228.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -2.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | +3.2% | -7.2% | +10.4% | +6.1% |
| 3M | -1.1% | +6.5% | -7.6% | -5.3% |
| 6M | +25.0% | +7.9% | +17.2% | +17.3% |
| YTD | +27.9% | +26.6% | +1.3% | +10.2% |
| 1Y | +32.9% | +13.8% | +19.1% | +19.7% |
| 3Y | +78.8% | +9.2% | +69.6% | +56.9% |
| 5Y | +79.6% | -15.6% | +95.2% | +71.8% |
| 10Y | +228.1% | +119.2% | +108.9% | +95.6% |
| All | +260.2% | +32.2% | +228.0% | +134.3% |
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