+82.0%
MET vs CRL
-37.4%
+119.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | -2.3% | +5.0% | -7.3% | -3.3% |
| 3M | +13.9% | +50.6% | -36.7% | +4.8% |
| 6M | +34.8% | +60.9% | -26.1% | +21.5% |
| YTD | +23.5% | +40.7% | -17.2% | +14.1% |
| 1Y | +23.4% | +73.3% | -49.9% | +8.6% |
| 3Y | +64.9% | +40.6% | +24.3% | +45.4% |
| 5Y | +82.0% | -37.0% | +119.0% | +61.1% |
| All | +82.0% | -37.4% | +119.5% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling