+1,001.3%
MET vs CRL
+1,712.0%
-710.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +1.9% |
| 7D | +1.3% | +4.4% | -3.1% | -0.4% |
| 30D | +4.0% | +17.1% | -13.1% | -2.0% |
| 3M | +4.6% | +32.1% | -27.5% | -5.6% |
| 6M | +32.8% | +98.9% | -66.1% | +3.1% |
| YTD | +32.3% | +77.1% | -44.8% | +5.3% |
| 1Y | +37.1% | +110.3% | -73.1% | +2.8% |
| 3Y | +86.8% | +108.5% | -21.7% | +30.5% |
| 5Y | +87.4% | -7.9% | +95.2% | +67.7% |
| 10Y | +209.9% | +368.9% | -159.0% | +43.3% |
| All | +1,001.3% | +1,712.0% | -710.7% | +296.4% |
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 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