+179.9%
DAL vs MET
+87.0%
+92.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.2% |
| 7D | +10.7% | +1.8% | +9.0% | +9.3% |
| 30D | +12.5% | +4.8% | +7.7% | +8.5% |
| 3M | +3.6% | +6.2% | -2.6% | -1.4% |
| 6M | +26.7% | +33.8% | -7.1% | -1.9% |
| YTD | +34.3% | +33.3% | +1.0% | +3.9% |
| 1Y | +59.1% | +36.3% | +22.8% | +20.8% |
| 3Y | +179.9% | +84.6% | +95.3% | +82.8% |
| All | +179.9% | +87.0% | +92.9% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling