+198.0%
MET vs CP
+255.2%
-57.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | +1.8% | +2.8% | -1.0% | 0.0% |
| 30D | +4.8% | +11.0% | -6.3% | -1.9% |
| 3M | +6.2% | +3.8% | +2.3% | +3.5% |
| 6M | +33.8% | +9.5% | +24.3% | +25.6% |
| YTD | +33.3% | +28.2% | +5.1% | +12.2% |
| 1Y | +36.3% | +33.0% | +3.4% | +12.1% |
| 3Y | +84.6% | +35.5% | +49.0% | +44.6% |
| 5Y | +87.7% | +25.8% | +61.9% | +49.5% |
| 10Y | +198.0% | +250.7% | -52.8% | +20.2% |
| All | +198.0% | +255.2% | -57.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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