+951.2%
MET vs CRL
+1,379.5%
-428.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.1% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | +1.4% | +10.7% | -9.2% | -2.0% |
| 3M | +17.7% | +55.3% | -37.6% | +0.7% |
| 6M | +35.0% | +60.7% | -25.7% | +12.7% |
| YTD | +26.3% | +44.6% | -18.3% | +8.5% |
| 1Y | +22.8% | +77.7% | -54.9% | -2.5% |
| 3Y | +65.9% | +37.6% | +28.3% | +34.6% |
| 5Y | +85.4% | -35.8% | +121.2% | +88.7% |
| 10Y | +253.7% | +241.7% | +12.0% | +83.4% |
| All | +951.2% | +1,379.5% | -428.2% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling