+161.0%
DAL vs MET
+85.6%
+75.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -1.1% | +4.5% | -5.5% | -4.5% |
| 30D | +12.8% | +3.5% | +9.3% | +9.9% |
| 3M | -5.3% | +5.9% | -11.2% | -9.7% |
| 6M | +22.4% | +33.1% | -10.7% | -4.7% |
| YTD | +25.6% | +33.6% | -8.0% | -2.9% |
| 1Y | +45.5% | +32.7% | +12.8% | +13.1% |
| 3Y | +161.0% | +85.0% | +75.9% | +70.4% |
| All | +161.0% | +85.6% | +75.4% | +70.4% |
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 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