+198.0%
MET vs CNP
+143.3%
+54.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | +1.8% | -3.0% | +4.8% | +3.3% |
| 30D | +4.8% | +6.8% | -2.0% | +1.1% |
| 3M | +6.2% | +3.6% | +2.6% | +3.9% |
| 6M | +33.8% | 0.0% | +33.8% | +33.1% |
| YTD | +33.3% | +9.4% | +23.9% | +25.6% |
| 1Y | +36.3% | +6.8% | +29.5% | +29.9% |
| 3Y | +84.6% | +64.2% | +20.4% | +35.9% |
| 5Y | +87.7% | +76.0% | +11.6% | +30.4% |
| 10Y | +198.0% | +143.3% | +54.6% | +63.6% |
| All | +198.0% | +143.3% | +54.6% | +63.6% |
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