-4.5%
DASH vs MET
+152.5%
-157.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.7% | -1.2% |
| 7D | -4.8% | +1.3% | -6.1% | -5.3% |
| 30D | -7.9% | +4.0% | -11.9% | -9.8% |
| 3M | -16.3% | +4.6% | -20.9% | -18.3% |
| 6M | +10.4% | +32.8% | -22.4% | -5.7% |
| YTD | -20.1% | +32.3% | -52.4% | -31.7% |
| 1Y | -11.4% | +37.1% | -48.6% | -26.1% |
| 3Y | +114.1% | +86.8% | +27.2% | +47.0% |
| 5Y | -5.8% | +87.4% | -93.1% | -34.6% |
| All | -4.5% | +152.5% | -157.0% | -41.0% |
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