+102.1%
DASH vs MET
+77.6%
+24.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.1% | -6.3% | -7.8% |
| 7D | +0.5% | -0.5% | +1.0% | +1.0% |
| 30D | -7.1% | +3.3% | -10.3% | -8.4% |
| 3M | -13.2% | +4.2% | -17.4% | -14.8% |
| 6M | +8.3% | +27.3% | -19.0% | -4.2% |
| YTD | -20.6% | +29.8% | -50.4% | -30.6% |
| 1Y | -24.4% | +30.2% | -54.6% | -34.0% |
| All | +102.1% | +77.6% | +24.5% | +47.3% |
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 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