+1,226.3%
MET vs CNP
+598.2%
+628.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -1.2% | -4.2% | +3.0% | +0.2% |
| 30D | +3.2% | +5.5% | -2.3% | +1.3% |
| 3M | -1.1% | +0.6% | -1.7% | -1.5% |
| 6M | +25.0% | -2.8% | +27.9% | +25.9% |
| YTD | +27.9% | +7.9% | +20.0% | +23.9% |
| 1Y | +32.9% | +6.7% | +26.2% | +29.1% |
| 3Y | +78.8% | +61.1% | +17.7% | +49.6% |
| 5Y | +79.6% | +73.0% | +6.6% | +46.0% |
| 10Y | +228.1% | +141.9% | +86.2% | +133.6% |
| All | +1,226.3% | +598.2% | +628.1% | +556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling