+1,209.8%
MET vs COO
+1,621.1%
-411.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +1.2% | -2.2% | +3.4% | +2.1% |
| 30D | +1.4% | -7.0% | +8.4% | +4.4% |
| 3M | +17.7% | +12.2% | +5.5% | +11.5% |
| 6M | +35.0% | -15.1% | +50.1% | +43.4% |
| YTD | +26.3% | -15.1% | +41.4% | +34.1% |
| 1Y | +22.8% | +2.3% | +20.5% | +20.0% |
| 3Y | +65.9% | -23.7% | +89.6% | +77.1% |
| 5Y | +85.4% | -38.9% | +124.3% | +112.1% |
| 10Y | +253.7% | +49.9% | +203.8% | +171.0% |
| All | +1,209.8% | +1,621.1% | -411.3% | +244.2% |
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