+241.6%
MET vs CNP
+132.2%
+109.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -0.8% | +0.7% | -1.4% | -1.1% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | +12.5% | -5.6% | +18.1% | +15.7% |
| 6M | +37.1% | -7.5% | +44.6% | +42.0% |
| YTD | +23.8% | +5.5% | +18.3% | +19.2% |
| 1Y | +24.1% | +8.3% | +15.8% | +17.5% |
| 3Y | +65.2% | +51.8% | +13.4% | +27.8% |
| 5Y | +82.3% | +69.9% | +12.4% | +29.8% |
| 10Y | +241.6% | +139.9% | +101.6% | +96.2% |
| All | +241.6% | +132.2% | +109.3% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling