+153.0%
DASH vs MET
+65.9%
+87.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.8% |
| 7D | -10.6% | +1.2% | -11.7% | -11.1% |
| 30D | +2.2% | +1.4% | +0.7% | +1.3% |
| 3M | +32.3% | +17.7% | +14.6% | +21.3% |
| 6M | +19.1% | +35.0% | -15.9% | +1.7% |
| YTD | -6.5% | +26.3% | -32.8% | -17.6% |
| 1Y | -14.9% | +22.8% | -37.7% | -24.1% |
| All | +153.0% | +65.9% | +87.1% | +88.7% |
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 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