+241.6%
MET vs CRL
+244.4%
-2.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.8% | -4.6% | +3.8% | +0.6% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | +12.5% | +46.6% | -34.1% | -0.2% |
| 6M | +37.1% | +57.3% | -20.2% | +17.6% |
| YTD | +23.8% | +39.5% | -15.8% | +9.6% |
| 1Y | +24.1% | +76.9% | -52.7% | +1.1% |
| 3Y | +65.2% | +39.4% | +25.8% | +36.6% |
| 5Y | +82.3% | -37.2% | +119.4% | +97.2% |
| 10Y | +241.6% | +253.4% | -11.8% | +65.4% |
| All | +241.6% | +244.4% | -2.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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