+198.0%
MET vs CVE
+132.7%
+65.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.8% | -10.0% | +11.7% | +4.5% |
| 30D | +4.8% | -11.9% | +16.6% | +7.9% |
| 3M | +6.2% | -5.9% | +12.1% | +7.2% |
| 6M | +33.8% | -1.6% | +35.4% | +32.6% |
| YTD | +33.3% | +66.3% | -33.0% | +13.2% |
| 1Y | +36.3% | +57.5% | -21.2% | +17.4% |
| 3Y | +84.6% | +65.4% | +19.2% | +53.1% |
| 5Y | +87.7% | +144.2% | -56.5% | +33.3% |
| 10Y | +198.0% | +135.5% | +62.5% | +57.3% |
| All | +198.0% | +132.7% | +65.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling