+121.4%
DAL vs MET
+202.5%
-81.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.4% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +14.3% | +3.4% | +10.9% | +11.5% |
| 3M | +1.3% | +7.0% | -5.7% | -4.3% |
| 6M | +29.3% | +34.6% | -5.4% | +0.4% |
| YTD | +33.0% | +34.0% | -1.0% | +3.4% |
| 1Y | +59.8% | +35.9% | +23.9% | +23.0% |
| 3Y | +177.2% | +85.5% | +91.7% | +64.7% |
| 5Y | +118.4% | +87.8% | +30.6% | +28.2% |
| 10Y | +121.4% | +199.7% | -78.3% | -19.4% |
| All | +121.4% | +202.5% | -81.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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