+209.9%
MET vs CP
+261.0%
-51.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.2% |
| 7D | +1.3% | +2.8% | -1.5% | -0.4% |
| 30D | +4.0% | +11.3% | -7.3% | -2.8% |
| 3M | +4.6% | +2.9% | +1.7% | +2.5% |
| 6M | +32.8% | +9.8% | +23.0% | +24.4% |
| YTD | +32.3% | +28.5% | +3.8% | +11.2% |
| 1Y | +37.1% | +33.5% | +3.6% | +12.4% |
| 3Y | +86.8% | +31.9% | +54.9% | +49.0% |
| 5Y | +87.4% | +25.5% | +61.9% | +49.5% |
| 10Y | +209.9% | +257.6% | -47.7% | +22.0% |
| All | +209.9% | +261.0% | -51.1% | +22.0% |
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