+32.7%
MET vs CRL
+99.6%
-66.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +4.5% | +0.1% | +4.3% | +4.4% |
| 30D | +3.5% | +11.9% | -8.4% | +2.1% |
| 3M | +5.9% | +20.2% | -14.2% | +3.6% |
| 6M | +33.1% | +107.5% | -74.5% | +21.0% |
| YTD | +33.6% | +69.4% | -35.9% | +25.8% |
| 1Y | +32.7% | +99.7% | -67.1% | +16.6% |
| All | +32.7% | +99.6% | -66.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling