+244.4%
MET vs CP
+219.6%
+24.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +1.1% | +2.4% | -1.3% | -0.3% |
| 30D | -2.3% | -0.5% | -1.8% | -2.1% |
| 3M | +13.9% | +1.4% | +12.5% | +12.4% |
| 6M | +34.8% | +10.3% | +24.5% | +25.6% |
| YTD | +23.5% | +24.3% | -0.8% | +6.3% |
| 1Y | +23.4% | +20.4% | +3.0% | +8.1% |
| 3Y | +64.9% | +21.8% | +43.1% | +39.1% |
| 5Y | +82.0% | +31.5% | +50.5% | +40.0% |
| 10Y | +244.4% | +223.2% | +21.1% | +48.7% |
| All | +244.4% | +219.6% | +24.7% | +48.7% |
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