+1,272.2%
MET vs COO
+1,481.1%
-208.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +2.4% |
| 7D | +1.3% | +4.3% | -3.0% | -0.4% |
| 30D | +4.0% | +17.6% | -13.6% | -2.8% |
| 3M | +4.6% | -13.9% | +18.5% | +9.9% |
| 6M | +32.8% | +6.6% | +26.3% | +27.1% |
| YTD | +32.3% | -22.0% | +54.3% | +43.9% |
| 1Y | +37.1% | -8.8% | +45.9% | +39.5% |
| 3Y | +86.8% | -21.5% | +108.3% | +95.0% |
| 5Y | +87.4% | -41.0% | +128.4% | +115.0% |
| 10Y | +209.9% | +40.9% | +169.0% | +141.2% |
| All | +1,272.2% | +1,481.1% | -208.9% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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