+78.8%
MET vs CSGP
-60.4%
+139.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -0.5% |
| 7D | -1.2% | +1.3% | -2.4% | -1.5% |
| 30D | +3.2% | +10.7% | -7.5% | +0.3% |
| 3M | -1.1% | +3.3% | -4.4% | -2.7% |
| 6M | +25.0% | -10.3% | +35.4% | +26.5% |
| YTD | +27.9% | -54.6% | +82.4% | +53.6% |
| 1Y | +32.9% | -54.6% | +87.5% | +59.5% |
| 3Y | +78.8% | -60.3% | +139.1% | +112.7% |
| All | +78.8% | -60.4% | +139.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling