-29.3%
DASH vs MET
+85.0%
-114.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -4.5% | +4.5% | -9.0% | -7.1% |
| 30D | -6.8% | +3.5% | -10.3% | -8.6% |
| 3M | -20.7% | +5.9% | -26.6% | -23.3% |
| 6M | +15.1% | +33.1% | -18.0% | -3.3% |
| YTD | -24.3% | +33.6% | -57.8% | -36.6% |
| 1Y | -12.1% | +32.7% | -44.8% | -26.4% |
| 3Y | +91.1% | +85.0% | +6.0% | +24.8% |
| All | -29.3% | +85.0% | -114.3% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling