+392.2%
DAL vs MET
+188.9%
+203.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +3.0% |
| 7D | +8.8% | -1.2% | +10.0% | +9.6% |
| 30D | +5.4% | +3.2% | +2.2% | +3.6% |
| 3M | -4.9% | -1.1% | -3.8% | -4.4% |
| 6M | +19.8% | +25.0% | -5.2% | +5.1% |
| YTD | +27.0% | +27.9% | -0.9% | +10.0% |
| 1Y | +52.5% | +32.9% | +19.6% | +29.3% |
| 3Y | +173.8% | +78.8% | +95.1% | +98.4% |
| 5Y | +104.5% | +79.6% | +25.0% | +49.1% |
| 10Y | +129.7% | +228.1% | -98.4% | +22.5% |
| All | +392.2% | +188.9% | +203.4% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling