-5.2%
DASH vs MET
+144.1%
-149.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.7% |
| 7D | +0.4% | -1.2% | +1.5% | +1.3% |
| 30D | -6.0% | +3.2% | -9.3% | -7.5% |
| 3M | -15.8% | -1.1% | -14.7% | -15.1% |
| 6M | +7.0% | +25.0% | -18.1% | -5.5% |
| YTD | -20.7% | +27.9% | -48.5% | -30.9% |
| 1Y | -8.5% | +32.9% | -41.4% | -22.3% |
| 3Y | +101.8% | +78.8% | +23.0% | +42.1% |
| 5Y | -9.6% | +79.6% | -89.1% | -35.8% |
| All | -5.2% | +144.1% | -149.2% | -40.3% |
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