+199.7%
MET vs CVE
+144.4%
+55.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.2% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | +3.4% | -10.8% | +14.2% | +6.1% |
| 3M | +7.0% | -4.3% | +11.3% | +7.5% |
| 6M | +34.6% | -1.5% | +36.1% | +33.4% |
| YTD | +34.0% | +70.7% | -36.8% | +13.0% |
| 1Y | +35.9% | +58.1% | -22.2% | +16.9% |
| 3Y | +85.5% | +69.8% | +15.6% | +52.8% |
| 5Y | +87.8% | +148.9% | -61.2% | +32.7% |
| 10Y | +199.7% | +143.5% | +56.2% | +57.3% |
| All | +199.7% | +144.4% | +55.3% | +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