+7.4%
DASH vs MET
+85.3%
-77.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.7% |
| 7D | -10.6% | +1.2% | -11.7% | -11.2% |
| 30D | +2.2% | +1.4% | +0.7% | +1.2% |
| 3M | +32.3% | +17.7% | +14.6% | +19.7% |
| 6M | +19.1% | +35.0% | -15.9% | -0.7% |
| YTD | -6.5% | +26.3% | -32.8% | -19.1% |
| 1Y | -14.9% | +22.8% | -37.7% | -25.3% |
| 3Y | +151.9% | +65.9% | +86.0% | +77.6% |
| All | +7.4% | +85.3% | -77.9% | -28.6% |
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