+101.8%
DASH vs MET
+75.0%
+26.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.6% |
| 7D | +0.4% | -1.2% | +1.5% | +1.3% |
| 30D | -6.0% | +3.2% | -9.3% | -7.4% |
| 3M | -15.8% | -1.1% | -14.7% | -15.1% |
| 6M | +7.0% | +25.0% | -18.1% | -4.5% |
| YTD | -20.7% | +27.9% | -48.5% | -30.1% |
| 1Y | -8.5% | +32.9% | -41.4% | -21.2% |
| 3Y | +101.8% | +78.8% | +23.0% | +48.2% |
| All | +101.8% | +75.0% | +26.8% | +48.2% |
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